-80.3%
FIG vs JBLU
+2.5%
-82.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.4% | -3.3% | -5.6% |
| 7D | -16.4% | +1.1% | -17.5% | -16.4% |
| 30D | -2.3% | -25.5% | +23.2% | -1.0% |
| 3M | +7.8% | -5.0% | +12.9% | +8.0% |
| 6M | -21.8% | +0.7% | -22.5% | -23.0% |
| YTD | -39.1% | -0.7% | -38.5% | -43.1% |
| 1Y | -56.6% | -12.7% | -43.9% | -57.6% |
| All | -80.3% | +2.5% | -82.8% | -80.7% |
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