-71.4%
JBLU vs FN
+296.8%
-368.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.2% |
| 7D | -5.6% | +5.8% | -11.4% | -6.7% |
| 30D | -22.3% | -20.6% | -1.7% | -19.1% |
| 3M | -11.0% | -28.6% | +17.6% | -6.3% |
| 6M | -3.1% | -20.7% | +17.6% | -2.5% |
| YTD | -3.7% | -8.1% | +4.4% | -8.1% |
| 1Y | -14.8% | +13.3% | -28.1% | -24.1% |
| 3Y | -15.4% | +175.7% | -191.1% | -47.6% |
| 5Y | -71.4% | +297.4% | -368.8% | -85.8% |
| All | -71.4% | +296.8% | -368.2% | -85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling