-73.8%
JBLU vs FN
+927.1%
-1,000.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.7% | +1.0% |
| 7D | -4.8% | +2.3% | -7.0% | -5.3% |
| 30D | -24.4% | -23.2% | -1.3% | -20.3% |
| 3M | -4.8% | -30.4% | +25.6% | +1.4% |
| 6M | -0.5% | -25.6% | +25.2% | +2.0% |
| YTD | -3.5% | -11.3% | +7.8% | -7.2% |
| 1Y | -13.6% | +8.4% | -22.0% | -22.4% |
| 3Y | -15.3% | +166.2% | -181.5% | -46.0% |
| 5Y | -70.1% | +290.3% | -360.4% | -83.8% |
| All | -73.8% | +927.1% | -1,000.9% | -89.2% |
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