-31.4%
JBLU vs FIVE
+846.9%
-878.3%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | +2.5% | +2.7% | -0.2% | +1.6% |
| 30D | +24.9% | +12.7% | +12.3% | +19.8% |
| 3M | -35.2% | +2.1% | -37.2% | -35.8% |
| 6M | -20.0% | +17.5% | -37.5% | -25.4% |
| YTD | -17.4% | +31.0% | -48.3% | -26.3% |
| 1Y | -13.0% | +67.7% | -80.7% | -29.1% |
| 3Y | -5.3% | +43.4% | -48.7% | -24.9% |
| 5Y | -75.2% | +18.1% | -93.3% | -79.6% |
| 10Y | -80.5% | +508.8% | -589.3% | -90.4% |
| All | -31.4% | +846.9% | -878.3% | -69.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling