+42,605.7%
FIX vs JBLU
-58.4%
+42,664.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | +6.0% | -3.5% | +9.6% | +6.9% |
| 30D | -7.2% | -27.2% | +20.0% | -0.1% |
| 3M | -15.9% | -4.3% | -11.5% | -16.1% |
| 6M | +12.7% | -8.3% | +21.1% | +12.1% |
| YTD | +72.8% | +1.8% | +71.0% | +65.3% |
| 1Y | +122.9% | -9.0% | +131.9% | +117.6% |
| 3Y | +774.3% | -21.9% | +796.2% | +669.0% |
| 5Y | +2,049.5% | -69.0% | +2,118.5% | +2,235.6% |
| 10Y | +5,821.5% | -70.8% | +5,892.2% | +5,845.6% |
| All | +42,605.7% | -58.4% | +42,664.0% | +28,654.3% |
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