-73.8%
JBLU vs FFIV
+249.4%
-323.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.1% | -1.6% |
| 7D | -5.0% | +5.4% | -10.4% | -7.8% |
| 30D | -23.9% | -2.7% | -21.2% | -23.1% |
| 3M | -11.6% | +4.5% | -16.2% | -14.8% |
| 6M | -0.2% | +42.2% | -42.4% | -19.9% |
| YTD | -3.3% | +61.3% | -64.6% | -28.2% |
| 1Y | -15.4% | +23.0% | -38.4% | -27.0% |
| 3Y | -14.7% | +156.3% | -171.0% | -51.7% |
| 5Y | -70.0% | +102.9% | -172.9% | -81.2% |
| All | -73.8% | +249.4% | -323.2% | -87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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