+1,033.9%
FLEX vs JBLU
-72.5%
+1,106.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.4% | -4.2% |
| 7D | +0.1% | -4.8% | +4.9% | +1.4% |
| 30D | -11.8% | -24.4% | +12.7% | -4.8% |
| 3M | -22.6% | -4.8% | -17.8% | -22.6% |
| 6M | +77.3% | -0.5% | +77.8% | +73.2% |
| YTD | +78.8% | -3.5% | +82.3% | +73.2% |
| 1Y | +86.1% | -13.6% | +99.6% | +84.9% |
| 3Y | +446.2% | -15.3% | +461.5% | +358.9% |
| 5Y | +689.7% | -70.1% | +759.8% | +820.7% |
| All | +1,033.9% | -72.5% | +1,106.4% | +1,169.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling