-73.8%
JBLU vs FIVE
+483.6%
-557.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +1.2% |
| 7D | -4.8% | +0.6% | -5.3% | -5.1% |
| 30D | -24.4% | +3.0% | -27.4% | -25.5% |
| 3M | -4.8% | +23.2% | -28.0% | -13.0% |
| 6M | -0.5% | +9.2% | -9.6% | -5.5% |
| YTD | -3.5% | +28.1% | -31.6% | -14.5% |
| 1Y | -13.6% | +65.3% | -78.8% | -31.6% |
| 3Y | -15.3% | +49.4% | -64.7% | -36.4% |
| 5Y | -70.1% | +29.5% | -99.6% | -77.1% |
| All | -73.8% | +483.6% | -557.5% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling