-49.7%
JBLU vs USFR
+27.6%
-77.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -4.8% | +0.1% | -4.9% | -4.9% |
| 30D | -24.4% | +0.3% | -24.8% | -24.7% |
| 3M | -4.8% | +1.0% | -5.7% | -5.9% |
| 6M | -0.5% | +1.9% | -2.4% | -2.7% |
| YTD | -3.5% | +2.7% | -6.2% | -6.6% |
| 1Y | -13.6% | +4.0% | -17.6% | -17.6% |
| 3Y | -15.3% | +14.1% | -29.3% | -27.2% |
| 5Y | -70.1% | +20.5% | -90.6% | -75.7% |
| 10Y | -72.9% | +28.0% | -101.0% | -79.1% |
| All | -49.7% | +27.6% | -77.3% | -59.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling