+824.2%
FDX vs JBLU
-66.2%
+890.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.8% |
| 7D | +5.2% | +2.5% | +2.7% | +4.5% |
| 30D | +11.3% | +24.9% | -13.6% | +4.3% |
| 3M | -4.1% | -35.2% | +31.1% | +4.3% |
| 6M | +9.6% | -20.0% | +29.6% | +11.8% |
| YTD | +40.9% | -17.4% | +58.3% | +39.5% |
| 1Y | +53.0% | -13.0% | +66.0% | +49.3% |
| 3Y | +74.1% | -5.3% | +79.4% | +45.8% |
| 5Y | +75.1% | -75.2% | +150.3% | +100.1% |
| 10Y | +156.9% | -80.5% | +237.4% | +179.7% |
| All | +824.2% | -66.2% | +890.4% | +528.5% |
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 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