+62.9%
FDX vs JBLU
-70.1%
+133.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -1.0% |
| 7D | -2.3% | -5.6% | +3.3% | -1.3% |
| 30D | -4.9% | -22.3% | +17.5% | -0.5% |
| 3M | -6.5% | -11.0% | +4.5% | -5.5% |
| 6M | +6.7% | -3.1% | +9.8% | +4.8% |
| YTD | +33.9% | -3.7% | +37.6% | +30.8% |
| 1Y | +72.2% | -14.8% | +87.0% | +71.3% |
| 3Y | +60.2% | -15.4% | +75.7% | +41.2% |
| 5Y | +62.9% | -71.4% | +134.3% | +86.5% |
| All | +62.9% | -70.1% | +133.1% | +86.5% |
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 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