+612.2%
FCX vs JBLU
-72.4%
+684.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -2.3% | -5.0% | +2.7% | -0.8% |
| 30D | +2.7% | -23.9% | +26.5% | +11.6% |
| 3M | +7.4% | -11.6% | +19.0% | +9.7% |
| 6M | +16.0% | -0.2% | +16.2% | +11.4% |
| YTD | +40.9% | -3.3% | +44.2% | +34.1% |
| 1Y | +56.4% | -15.4% | +71.8% | +54.2% |
| 3Y | +84.2% | -14.7% | +98.9% | +47.4% |
| 5Y | +114.6% | -70.0% | +184.6% | +152.8% |
| All | +612.2% | -72.4% | +684.6% | +681.0% |
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