+109.3%
FAST vs JBLU
-75.2%
+184.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +7.4% | -4.4% | +2.2% |
| 7D | +3.8% | +24.3% | -20.4% | +1.5% |
| 30D | +8.1% | +2.6% | +5.5% | +7.3% |
| 3M | +5.8% | -35.1% | +40.9% | +10.3% |
| 6M | +24.9% | -22.9% | +47.7% | +27.0% |
| YTD | +38.9% | -13.4% | +52.3% | +38.1% |
| 1Y | +36.5% | -10.9% | +47.3% | +35.1% |
| 3Y | +98.1% | -1.0% | +99.1% | +74.7% |
| 5Y | +109.3% | -75.2% | +184.5% | +128.9% |
| All | +109.3% | -75.2% | +184.5% | +128.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling