+125.7%
F vs JBLU
-58.4%
+184.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.0% | +1.3% |
| 7D | +5.3% | -3.5% | +8.9% | +6.5% |
| 30D | +4.6% | -27.2% | +31.8% | +15.2% |
| 3M | -3.7% | -4.3% | +0.7% | -4.1% |
| 6M | +16.8% | -8.3% | +25.1% | +16.0% |
| YTD | +15.3% | +1.8% | +13.5% | +9.0% |
| 1Y | +31.0% | -9.0% | +40.0% | +27.3% |
| 3Y | +45.4% | -21.9% | +67.4% | +23.9% |
| 5Y | +54.7% | -69.0% | +123.7% | +76.6% |
| 10Y | +98.2% | -70.8% | +169.0% | +108.2% |
| All | +125.7% | -58.4% | +184.1% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU 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 JBLU 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