-80.2%
JBLU vs FND
+54.9%
-135.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.8% |
| 7D | -4.8% | -5.1% | +0.3% | -2.8% |
| 30D | -24.4% | -22.5% | -1.9% | -16.4% |
| 3M | -4.8% | -5.0% | +0.2% | -2.9% |
| 6M | -0.5% | -21.5% | +21.1% | +9.6% |
| YTD | -3.5% | -23.0% | +19.5% | +7.0% |
| 1Y | -13.6% | -44.9% | +31.3% | +7.7% |
| 3Y | -15.3% | -50.0% | +34.7% | +6.6% |
| 5Y | -70.1% | -63.3% | -6.8% | -60.6% |
| All | -80.2% | +54.9% | -135.1% | -82.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling