-12.7%
JBLU vs FE
+6.1%
-18.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | 0.0% | +12.0% | +12.0% |
| 7D | +24.9% | +1.7% | +23.2% | +24.6% |
| 30D | -12.3% | +8.1% | -20.4% | -13.8% |
| 3M | -44.5% | -1.3% | -43.2% | -44.2% |
| 6M | -25.7% | +2.9% | -28.6% | -26.3% |
| YTD | -21.8% | +8.6% | -30.3% | -16.3% |
| 1Y | -12.7% | +6.3% | -19.1% | -6.5% |
| All | -12.7% | +6.1% | -18.8% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling