+816.0%
FDX vs JBLU
-58.4%
+874.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -2.5% | -3.5% | +1.0% | -1.8% |
| 30D | +3.8% | -27.2% | +31.0% | +11.5% |
| 3M | -1.3% | -4.3% | +3.0% | -1.7% |
| 6M | +5.0% | -8.3% | +13.3% | +4.1% |
| YTD | +39.6% | +1.8% | +37.9% | +33.8% |
| 1Y | +81.1% | -9.0% | +90.2% | +77.1% |
| 3Y | +63.0% | -21.9% | +85.0% | +45.6% |
| 5Y | +65.6% | -69.0% | +134.6% | +81.5% |
| 10Y | +183.4% | -70.8% | +254.1% | +182.7% |
| All | +816.0% | -58.4% | +874.3% | +502.7% |
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