+25.0%
FLEX vs JBLU
-12.5%
+37.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +11.9% | -24.3% | -15.5% |
| 7D | -17.0% | +24.9% | -41.9% | -22.8% |
| 30D | -33.8% | -12.3% | -21.5% | -32.4% |
| 3M | -39.0% | -44.5% | +5.4% | -30.3% |
| 6M | -15.9% | -25.7% | +9.8% | -11.9% |
| YTD | +27.8% | -21.8% | +49.6% | +22.2% |
| 1Y | +25.0% | -12.7% | +37.7% | +9.0% |
| All | +25.0% | -12.5% | +37.5% | +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 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