-71.4%
JBLU vs FIVE
+35.6%
-107.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.7% | -0.4% | -2.0% |
| 7D | -5.6% | +1.7% | -7.3% | -6.3% |
| 30D | -22.3% | +5.0% | -27.3% | -24.0% |
| 3M | -11.0% | +29.5% | -40.5% | -20.3% |
| 6M | -3.1% | +12.4% | -15.5% | -9.0% |
| YTD | -3.7% | +31.2% | -34.9% | -15.3% |
| 1Y | -14.8% | +72.9% | -87.6% | -33.5% |
| 3Y | -15.4% | +53.0% | -68.5% | -37.7% |
| 5Y | -71.4% | +34.2% | -105.5% | -78.7% |
| All | -71.4% | +35.6% | -107.0% | -78.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling