+34.1%
FITB vs JBLU
-12.5%
+46.7%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +11.9% | -10.5% | -0.2% |
| 7D | +2.3% | +24.9% | -22.6% | -1.0% |
| 30D | +7.7% | -12.3% | +20.0% | +9.7% |
| 3M | -4.5% | -44.5% | +40.0% | +4.2% |
| 6M | +12.5% | -25.7% | +38.2% | +16.2% |
| YTD | +19.8% | -21.8% | +41.5% | +21.0% |
| 1Y | +34.1% | -12.7% | +46.9% | +28.8% |
| All | +34.1% | -12.5% | +46.7% | +28.8% |
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 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