-70.1%
JBLU vs M
+13.6%
-83.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.7% | +4.9% | +2.1% |
| 7D | -4.8% | -8.8% | +4.0% | -1.2% |
| 30D | -24.4% | -16.4% | -8.0% | -18.8% |
| 3M | -4.8% | -10.8% | +6.0% | -0.3% |
| 6M | -0.5% | +16.1% | -16.6% | -6.9% |
| YTD | -3.5% | -5.3% | +1.7% | -2.1% |
| 1Y | -13.6% | +24.9% | -38.4% | -21.8% |
| 3Y | -15.3% | +97.5% | -112.8% | -41.8% |
| 5Y | -70.1% | +20.4% | -90.5% | -76.1% |
| All | -70.1% | +13.6% | -83.7% | -76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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