-65.3%
JBLU vs FE
+315.3%
-380.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.7% |
| 7D | -3.5% | +1.9% | -5.5% | -4.3% |
| 30D | -27.2% | -1.2% | -26.0% | -26.9% |
| 3M | -4.3% | +3.5% | -7.8% | -5.8% |
| 6M | -8.3% | -6.1% | -2.3% | -6.1% |
| YTD | +1.8% | +7.6% | -5.9% | -1.4% |
| 1Y | -9.0% | +11.9% | -21.0% | -13.3% |
| 3Y | -21.9% | +48.4% | -70.4% | -34.1% |
| 5Y | -69.0% | +44.8% | -113.8% | -73.8% |
| 10Y | -70.8% | +115.9% | -186.7% | -80.2% |
| All | -65.3% | +315.3% | -380.6% | -80.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling