-66.1%
JBLU vs FFIV
+5,023.2%
-5,089.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.3% |
| 7D | +1.1% | -1.5% | +2.7% | +1.6% |
| 30D | -25.5% | -2.7% | -22.9% | -25.1% |
| 3M | -5.0% | -1.7% | -3.4% | -4.9% |
| 6M | +0.7% | +36.1% | -35.5% | -9.2% |
| YTD | -0.7% | +52.6% | -53.3% | -13.7% |
| 1Y | -12.7% | +21.5% | -34.3% | -18.8% |
| 3Y | -12.7% | +142.7% | -155.4% | -34.0% |
| 5Y | -69.3% | +92.6% | -161.8% | -75.2% |
| 10Y | -73.0% | +225.5% | -298.5% | -81.4% |
| All | -66.1% | +5,023.2% | -5,089.3% | -89.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling