+128.1%
FIX vs JBLU
-15.4%
+143.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -1.6% |
| 7D | +3.5% | -5.6% | +9.1% | +4.3% |
| 30D | -3.5% | -22.3% | +18.8% | -0.3% |
| 3M | -11.8% | -11.0% | -0.8% | -11.2% |
| 6M | +17.8% | -3.1% | +20.9% | +15.1% |
| YTD | +73.3% | -3.7% | +77.0% | +66.6% |
| 1Y | +128.1% | -14.8% | +142.9% | +116.9% |
| All | +128.1% | -15.4% | +143.5% | +116.9% |
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