-67.1%
JBLU vs FTI
+2,275.3%
-2,342.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.6% | -3.0% |
| 7D | -5.6% | -2.3% | -3.3% | -4.9% |
| 30D | -22.3% | +5.0% | -27.4% | -23.5% |
| 3M | -11.0% | +13.8% | -24.8% | -15.4% |
| 6M | -3.1% | +22.9% | -26.0% | -10.8% |
| YTD | -3.7% | +75.0% | -78.7% | -20.4% |
| 1Y | -14.8% | +96.9% | -111.7% | -32.3% |
| 3Y | -15.4% | +276.7% | -292.2% | -46.6% |
| 5Y | -71.4% | +1,157.0% | -1,228.4% | -88.4% |
| 10Y | -73.0% | +310.7% | -383.7% | -86.9% |
| All | -67.1% | +2,275.3% | -2,342.5% | -90.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling