-14.7%
JBLU vs FND
-50.3%
+35.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.3% |
| 7D | -5.0% | -5.8% | +0.8% | -1.8% |
| 30D | -23.9% | -20.2% | -3.7% | -13.6% |
| 3M | -11.6% | -12.0% | +0.3% | -5.7% |
| 6M | -0.2% | -18.5% | +18.3% | +10.8% |
| YTD | -3.3% | -22.3% | +19.0% | +9.9% |
| 1Y | -15.4% | -47.6% | +32.3% | +15.8% |
| 3Y | -14.7% | -49.8% | +35.0% | +9.5% |
| All | -14.7% | -50.3% | +35.6% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 3y: compounded portfolio wealth divided by compounded FND 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…
3y analysis · Full analysis span regression · 6 months rolling