-73.8%
JBLU vs FIVE
+491.7%
-565.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.1% | -0.3% |
| 7D | -5.0% | -3.0% | -2.0% | -3.8% |
| 30D | -23.9% | +2.7% | -26.6% | -24.9% |
| 3M | -11.6% | +21.1% | -32.8% | -18.8% |
| 6M | -0.2% | +11.9% | -12.2% | -6.3% |
| YTD | -3.3% | +29.9% | -33.2% | -14.7% |
| 1Y | -15.4% | +67.8% | -83.2% | -33.4% |
| 3Y | -14.7% | +52.8% | -67.5% | -36.6% |
| 5Y | -70.0% | +31.3% | -101.3% | -77.2% |
| All | -73.8% | +491.7% | -565.5% | -89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded FIVE 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling