+62.2%
FITB vs JBLU
-60.6%
+122.8%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | +0.5% |
| 7D | -0.4% | -5.6% | +5.2% | +1.7% |
| 30D | -5.1% | -22.3% | +17.2% | +3.7% |
| 3M | +3.5% | -11.0% | +14.5% | +5.7% |
| 6M | +17.2% | -3.1% | +20.3% | +12.8% |
| YTD | +17.6% | -3.7% | +21.4% | +11.7% |
| 1Y | +23.4% | -14.8% | +38.1% | +21.3% |
| 3Y | +129.7% | -15.4% | +145.2% | +79.8% |
| 5Y | +68.4% | -71.4% | +139.8% | +96.4% |
| 10Y | +285.6% | -73.0% | +358.6% | +310.9% |
| All | +62.2% | -60.6% | +122.8% | -9.0% |
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