-20.4%
JBLU vs FN
+3,620.5%
-3,641.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.7% | -0.2% |
| 7D | -3.5% | -1.7% | -1.9% | -3.2% |
| 30D | -27.2% | -22.0% | -5.2% | -23.9% |
| 3M | -4.3% | -43.0% | +38.7% | +5.1% |
| 6M | -8.3% | -27.7% | +19.4% | -5.6% |
| YTD | +1.8% | -10.5% | +12.3% | -1.2% |
| 1Y | -9.0% | +12.5% | -21.5% | -17.0% |
| 3Y | -21.9% | +153.8% | -175.7% | -43.9% |
| 5Y | -69.0% | +288.0% | -357.0% | -80.2% |
| 10Y | -70.8% | +906.4% | -977.2% | -85.0% |
| All | -20.4% | +3,620.5% | -3,641.0% | -65.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling