-31.3%
JBLU vs FN
+3,082.8%
-3,114.1%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.8% | +6.3% | +2.5% |
| 7D | +25.8% | -4.1% | +29.9% | +26.2% |
| 30D | +4.2% | -28.3% | +32.5% | +10.8% |
| 3M | -29.1% | -33.9% | +4.8% | -24.0% |
| 6M | -21.7% | -43.9% | +22.2% | -15.0% |
| YTD | -12.1% | -23.4% | +11.4% | -12.7% |
| 1Y | -9.3% | -25.4% | +16.1% | -9.9% |
| 3Y | +3.4% | +107.9% | -104.5% | -23.3% |
| 5Y | -74.2% | +195.1% | -269.3% | -82.8% |
| 10Y | -79.2% | +794.1% | -873.3% | -89.1% |
| All | -31.3% | +3,082.8% | -3,114.1% | -69.8% |
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