+177.0%
FDX vs JBLU
-72.5%
+249.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -3.9% | -4.8% | +0.9% | -2.9% |
| 30D | -3.3% | -24.4% | +21.1% | +2.2% |
| 3M | -2.0% | -4.8% | +2.8% | -2.2% |
| 6M | +8.0% | -0.5% | +8.5% | +5.4% |
| YTD | +35.0% | -3.5% | +38.5% | +31.5% |
| 1Y | +73.7% | -13.6% | +87.3% | +72.2% |
| 3Y | +61.6% | -15.3% | +76.8% | +42.8% |
| 5Y | +65.4% | -70.1% | +135.5% | +83.1% |
| All | +177.0% | -72.5% | +249.5% | +225.5% |
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