-70.2%
JBLU vs FE
+47.8%
-117.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.9% |
| 7D | -5.6% | -0.2% | -5.4% | -5.5% |
| 30D | -22.3% | -1.2% | -21.2% | -22.0% |
| 3M | -11.0% | +1.7% | -12.6% | -11.8% |
| 6M | -3.1% | -7.5% | +4.4% | -0.1% |
| YTD | -3.7% | +6.3% | -10.1% | -6.5% |
| 1Y | -14.8% | +10.9% | -25.6% | -18.7% |
| 3Y | -15.4% | +46.9% | -62.4% | -30.2% |
| All | -70.2% | +47.8% | -117.9% | -75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling