-70.7%
JBLU vs FFIV
+101.9%
-172.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.1% | -1.7% |
| 7D | -5.0% | +5.4% | -10.4% | -8.0% |
| 30D | -23.9% | -2.7% | -21.2% | -23.0% |
| 3M | -11.6% | +4.5% | -16.2% | -15.1% |
| 6M | -0.2% | +42.2% | -42.4% | -22.0% |
| YTD | -3.3% | +61.3% | -64.6% | -30.9% |
| 1Y | -15.4% | +23.0% | -38.4% | -28.3% |
| 3Y | -14.7% | +156.3% | -171.0% | -55.8% |
| All | -70.7% | +101.9% | -172.6% | -83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling