-73.8%
JBLU vs USFD
+310.2%
-384.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.7% | +1.1% |
| 7D | -4.8% | -8.0% | +3.2% | 0.0% |
| 30D | -24.4% | -13.1% | -11.4% | -17.9% |
| 3M | -4.8% | +6.5% | -11.3% | -9.4% |
| 6M | -0.5% | +5.7% | -6.2% | -5.1% |
| YTD | -3.5% | +27.5% | -31.1% | -19.2% |
| 1Y | -13.6% | +23.4% | -37.0% | -26.4% |
| 3Y | -15.3% | +146.4% | -161.7% | -52.9% |
| 5Y | -70.1% | +196.8% | -266.9% | -85.1% |
| All | -73.8% | +310.2% | -384.0% | -90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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