-73.8%
JBLU vs FE
+114.2%
-188.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -5.0% | -1.4% | -3.6% | -4.5% |
| 30D | -23.9% | -1.9% | -22.0% | -23.4% |
| 3M | -11.6% | -0.2% | -11.5% | -11.7% |
| 6M | -0.2% | -7.1% | +6.8% | +2.1% |
| YTD | -3.3% | +6.1% | -9.4% | -5.4% |
| 1Y | -15.4% | +10.1% | -25.5% | -18.3% |
| 3Y | -14.7% | +46.9% | -61.6% | -25.8% |
| 5Y | -70.0% | +50.0% | -120.0% | -74.1% |
| All | -73.8% | +114.2% | -188.0% | -77.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling