-73.8%
JBLU vs USFR
+28.1%
-101.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | 0.0% |
| 7D | -5.0% | +0.1% | -5.1% | -5.3% |
| 30D | -23.9% | +0.4% | -24.2% | -24.6% |
| 3M | -11.6% | +1.0% | -12.7% | -14.1% |
| 6M | -0.2% | +2.0% | -2.2% | -5.5% |
| YTD | -3.3% | +2.8% | -6.1% | -10.4% |
| 1Y | -15.4% | +4.1% | -19.5% | -24.4% |
| 3Y | -14.7% | +14.1% | -28.9% | -39.2% |
| 5Y | -70.0% | +20.6% | -90.6% | -81.0% |
| All | -73.8% | +28.1% | -101.9% | -83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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