-73.8%
JBLU vs FTI
+305.3%
-379.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.1% |
| 7D | -5.0% | -4.4% | -0.6% | -3.7% |
| 30D | -23.9% | +1.5% | -25.4% | -24.3% |
| 3M | -11.6% | +8.2% | -19.8% | -14.9% |
| 6M | -0.2% | +18.8% | -19.1% | -7.6% |
| YTD | -3.3% | +71.7% | -75.0% | -20.5% |
| 1Y | -15.4% | +90.0% | -105.4% | -32.9% |
| 3Y | -14.7% | +270.5% | -285.2% | -47.5% |
| 5Y | -70.0% | +1,084.5% | -1,154.6% | -88.6% |
| All | -73.8% | +305.3% | -379.0% | -89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling