+3,166.7%
FAST vs JBLU
-58.4%
+3,225.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.7% |
| 7D | -0.4% | -3.5% | +3.2% | +0.3% |
| 30D | -0.8% | -27.2% | +26.4% | +5.1% |
| 3M | +5.8% | -4.3% | +10.1% | +5.6% |
| 6M | +8.0% | -8.3% | +16.3% | +7.1% |
| YTD | +25.6% | +1.8% | +23.9% | +21.4% |
| 1Y | +0.8% | -9.0% | +9.8% | -1.1% |
| 3Y | +86.1% | -21.9% | +108.0% | +68.0% |
| 5Y | +100.2% | -69.0% | +169.2% | +112.4% |
| 10Y | +494.2% | -70.8% | +565.0% | +469.8% |
| All | +3,166.7% | -58.4% | +3,225.1% | +1,957.9% |
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 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