-9.0%
JBLU vs FN
+17.1%
-26.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.7% | +0.2% |
| 7D | -3.5% | -1.7% | -1.9% | -3.4% |
| 30D | -27.2% | -22.0% | -5.2% | -25.7% |
| 3M | -4.3% | -43.0% | +38.7% | -0.2% |
| 6M | -8.3% | -27.7% | +19.4% | -7.8% |
| YTD | +1.8% | -10.5% | +12.3% | +0.5% |
| 1Y | -9.0% | +12.5% | -21.5% | -10.0% |
| All | -9.0% | +17.1% | -26.1% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling