+30,706.0%
FIX vs JBLU
-63.8%
+30,769.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.5% | +4.5% | +4.9% |
| 7D | +6.4% | +12.9% | -6.5% | +3.5% |
| 30D | -29.1% | +11.0% | -40.1% | -31.9% |
| 3M | -31.1% | -30.8% | -0.3% | -26.1% |
| 6M | -42.8% | -19.0% | -23.9% | -41.8% |
| YTD | +24.6% | -11.6% | +36.3% | +21.4% |
| 1Y | +21.9% | -7.4% | +29.3% | +17.2% |
| 3Y | +524.9% | +3.9% | +521.0% | +402.2% |
| 5Y | +1,092.2% | -73.9% | +1,166.1% | +1,232.4% |
| 10Y | +3,759.0% | -79.1% | +3,838.2% | +4,065.6% |
| All | +30,706.0% | -63.8% | +30,769.9% | +21,016.0% |
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