-80.9%
JBLU vs FN
+700.1%
-781.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.3% | +6.0% | +0.4% |
| 7D | +2.5% | +0.3% | +2.2% | +2.3% |
| 30D | +24.9% | -16.5% | +41.5% | +29.0% |
| 3M | -35.2% | -42.1% | +6.9% | -27.6% |
| 6M | -20.0% | -52.9% | +32.9% | -8.2% |
| YTD | -17.4% | -28.0% | +10.6% | -17.5% |
| 1Y | -13.0% | -18.5% | +5.5% | -16.5% |
| 3Y | -5.3% | +93.9% | -99.2% | -35.4% |
| 5Y | -75.2% | +170.5% | -245.7% | -85.4% |
| All | -80.9% | +700.1% | -781.1% | -91.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling