+106.8%
FAST vs JBLU
-69.9%
+176.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +1.9% | -0.2% |
| 7D | +1.3% | +1.1% | +0.2% | +1.1% |
| 30D | -4.7% | -25.5% | +20.8% | -1.7% |
| 3M | +7.9% | -5.0% | +13.0% | +8.0% |
| 6M | +7.4% | +0.7% | +6.8% | +5.9% |
| YTD | +25.1% | -0.7% | +25.7% | +23.1% |
| 1Y | +4.7% | -12.7% | +17.4% | +4.2% |
| 3Y | +94.7% | -12.7% | +107.4% | +78.6% |
| 5Y | +106.8% | -69.3% | +176.0% | +116.3% |
| All | +106.8% | -69.9% | +176.6% | +116.3% |
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 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