-70.7%
JBLU vs FTI
+1,066.8%
-1,137.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | +0.1% |
| 7D | -5.0% | -4.4% | -0.6% | -4.2% |
| 30D | -23.9% | +1.5% | -25.4% | -24.1% |
| 3M | -11.6% | +8.2% | -19.8% | -13.6% |
| 6M | -0.2% | +18.8% | -19.1% | -5.3% |
| YTD | -3.3% | +71.7% | -75.0% | -15.7% |
| 1Y | -15.4% | +90.0% | -105.4% | -28.2% |
| 3Y | -14.7% | +270.5% | -285.2% | -38.8% |
| All | -70.7% | +1,066.8% | -1,137.5% | -85.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling