-14.7%
JBLU vs USFR
+14.1%
-28.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | -0.7% |
| 7D | -5.0% | +0.1% | -5.1% | -6.4% |
| 30D | -23.9% | +0.4% | -24.2% | -27.0% |
| 3M | -11.6% | +1.0% | -12.7% | -21.8% |
| 6M | -0.2% | +2.0% | -2.2% | -22.4% |
| YTD | -3.3% | +2.8% | -6.1% | -33.0% |
| 1Y | -15.4% | +4.1% | -19.5% | -51.8% |
| 3Y | -14.7% | +14.1% | -28.9% | -84.3% |
| All | -14.7% | +14.1% | -28.9% | -84.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling