-73.3%
JBLU vs FTV
+82.6%
-156.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.6% | +2.3% |
| 7D | -4.8% | -5.2% | +0.4% | -0.1% |
| 30D | -24.4% | -11.5% | -12.9% | -15.7% |
| 3M | -4.8% | -9.0% | +4.3% | +3.5% |
| 6M | -0.5% | -2.0% | +1.6% | +1.3% |
| YTD | -3.5% | -0.9% | -2.6% | -3.1% |
| 1Y | -13.6% | +14.8% | -28.4% | -24.2% |
| 3Y | -15.3% | -5.5% | -9.7% | -9.9% |
| 5Y | -70.1% | -1.9% | -68.2% | -69.6% |
| 10Y | -72.9% | +78.2% | -151.2% | -82.8% |
| All | -73.3% | +82.6% | -156.0% | -83.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling