+519.9%
FIX vs JBLU
+5.0%
+514.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.5% | +4.5% | +5.0% |
| 7D | +6.4% | +12.9% | -6.5% | +5.0% |
| 30D | -29.1% | +11.0% | -40.1% | -30.3% |
| 3M | -31.1% | -30.8% | -0.3% | -28.5% |
| 6M | -42.8% | -19.0% | -23.9% | -42.1% |
| YTD | +24.6% | -11.6% | +36.3% | +23.4% |
| 1Y | +21.9% | -7.4% | +29.3% | +20.0% |
| All | +519.9% | +5.0% | +514.9% | +468.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling