-73.8%
JBLU vs FTV
+80.7%
-154.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | -0.1% |
| 7D | -5.0% | -4.0% | -1.0% | -1.5% |
| 30D | -23.9% | -11.0% | -12.9% | -15.4% |
| 3M | -11.6% | -8.4% | -3.2% | -4.5% |
| 6M | -0.2% | -2.6% | +2.3% | +2.0% |
| YTD | -3.3% | -0.6% | -2.7% | -3.2% |
| 1Y | -15.4% | +11.0% | -26.3% | -23.6% |
| 3Y | -14.7% | -6.3% | -8.4% | -8.7% |
| 5Y | -70.0% | -1.5% | -68.5% | -69.7% |
| All | -73.8% | +80.7% | -154.5% | -83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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