+71.4%
FDX vs JBLU
-14.6%
+86.0%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.2% | 0.0% |
| 7D | -3.3% | -5.0% | +1.7% | -2.6% |
| 30D | -4.5% | -23.9% | +19.4% | -0.9% |
| 3M | -7.3% | -11.6% | +4.3% | -6.9% |
| 6M | +7.5% | -0.2% | +7.8% | +4.7% |
| YTD | +35.1% | -3.3% | +38.4% | +31.8% |
| 1Y | +71.4% | -15.4% | +86.8% | +67.6% |
| All | +71.4% | -14.6% | +86.0% | +67.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling