-69.3%
JBLU vs FICO
+102.0%
-171.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | +1.1% | -15.4% | +16.6% | +5.6% |
| 30D | -25.5% | -10.4% | -15.2% | -23.8% |
| 3M | -5.0% | -22.7% | +17.7% | +0.2% |
| 6M | +0.7% | -36.8% | +37.4% | +12.1% |
| YTD | -0.7% | -44.8% | +44.1% | +15.4% |
| 1Y | -12.7% | -39.3% | +26.6% | -3.5% |
| 3Y | -12.7% | +3.7% | -16.5% | -27.6% |
| 5Y | -69.3% | +101.7% | -171.0% | -80.4% |
| All | -69.3% | +102.0% | -171.3% | -80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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