+1,301.2%
FERG vs JBLU
-20.5%
+1,321.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -1.0% | -4.8% | +3.8% | -0.5% |
| 30D | -11.8% | -24.4% | +12.6% | -9.4% |
| 3M | -1.2% | -4.8% | +3.5% | -1.2% |
| 6M | -2.3% | -0.5% | -1.9% | -3.2% |
| YTD | +0.8% | -3.5% | +4.3% | -0.1% |
| 1Y | +0.5% | -13.6% | +14.1% | +0.4% |
| 3Y | +51.4% | -15.3% | +66.6% | +45.1% |
| 5Y | +67.5% | -70.1% | +137.6% | +71.5% |
| 10Y | +348.1% | -72.9% | +421.1% | +350.2% |
| All | +1,301.2% | -20.5% | +1,321.7% | +1,329.8% |
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