-70.7%
JBLU vs QS
-74.9%
+4.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.2% |
| 7D | -5.0% | -3.6% | -1.3% | -4.2% |
| 30D | -23.9% | -17.2% | -6.6% | -20.8% |
| 3M | -11.6% | -27.0% | +15.3% | -6.3% |
| 6M | -0.2% | -24.6% | +24.3% | +4.4% |
| YTD | -3.3% | -49.3% | +46.0% | +8.8% |
| 1Y | -15.4% | -40.3% | +25.0% | -11.4% |
| 3Y | -14.7% | -23.8% | +9.1% | -28.0% |
| All | -70.7% | -74.9% | +4.2% | -71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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