-5.3%
JBLU vs FE
+50.7%
-55.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.6% |
| 7D | +2.5% | +1.2% | +1.2% | +2.1% |
| 30D | +24.9% | +4.5% | +20.4% | +23.2% |
| 3M | -35.2% | +1.3% | -36.5% | -35.5% |
| 6M | -20.0% | +8.7% | -28.7% | -22.1% |
| YTD | -17.4% | +9.2% | -26.6% | -19.6% |
| 1Y | -13.0% | +7.0% | -19.9% | -14.8% |
| 3Y | -5.3% | +51.4% | -56.7% | -21.7% |
| All | -5.3% | +50.7% | -55.9% | -21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling