+524.1%
FAST vs JBLU
-73.6%
+597.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -0.8% |
| 7D | +1.8% | -5.6% | +7.4% | +2.6% |
| 30D | -6.4% | -22.3% | +15.9% | -3.4% |
| 3M | +5.3% | -11.0% | +16.3% | +6.2% |
| 6M | +5.4% | -3.1% | +8.5% | +4.2% |
| YTD | +23.6% | -3.7% | +27.3% | +21.7% |
| 1Y | +4.1% | -14.8% | +18.9% | +3.7% |
| 3Y | +92.4% | -15.4% | +107.8% | +76.5% |
| 5Y | +106.1% | -71.4% | +177.5% | +119.6% |
| 10Y | +524.1% | -73.0% | +597.1% | +536.3% |
| All | +524.1% | -73.6% | +597.7% | +536.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling