-80.7%
JBLU vs FN
+763.2%
-843.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.1% | -1.1% | -4.2% |
| 7D | +9.2% | +20.8% | -11.6% | +4.3% |
| 30D | +13.7% | -17.3% | +31.0% | +17.9% |
| 3M | -34.1% | -38.1% | +4.0% | -27.5% |
| 6M | -19.5% | -44.2% | +24.8% | -11.4% |
| YTD | -16.3% | -22.3% | +6.0% | -17.8% |
| 1Y | -13.4% | -20.9% | +7.5% | -16.1% |
| 3Y | -1.6% | +111.1% | -112.6% | -34.2% |
| 5Y | -74.9% | +191.8% | -266.7% | -85.5% |
| All | -80.7% | +763.2% | -843.9% | -91.7% |
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