-70.7%
JBLU vs USFR
+20.6%
-91.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | -0.3% |
| 7D | -5.0% | +0.1% | -5.1% | -5.9% |
| 30D | -23.9% | +0.4% | -24.2% | -25.7% |
| 3M | -11.6% | +1.0% | -12.7% | -17.9% |
| 6M | -0.2% | +2.0% | -2.2% | -13.9% |
| YTD | -3.3% | +2.8% | -6.1% | -21.7% |
| 1Y | -15.4% | +4.1% | -19.5% | -38.4% |
| 3Y | -14.7% | +14.1% | -28.9% | -64.7% |
| All | -70.7% | +20.6% | -91.3% | -90.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling