-58.5%
FIG vs JBLU
-14.6%
-44.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.6% | +4.8% |
| 7D | -3.8% | -5.0% | +1.2% | -3.7% |
| 30D | -2.3% | -23.9% | +21.6% | -1.9% |
| 3M | +20.0% | -11.6% | +31.6% | +20.3% |
| 6M | -16.7% | -0.2% | -16.4% | -17.2% |
| YTD | -37.9% | -3.3% | -34.6% | -41.2% |
| 1Y | -58.5% | -15.4% | -43.2% | -56.9% |
| All | -58.5% | -14.6% | -44.0% | -56.9% |
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