+472.4%
FLEX vs JBLU
-13.4%
+485.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.4% | +6.8% | +4.8% |
| 7D | +7.0% | +1.1% | +5.9% | +6.7% |
| 30D | -5.8% | -25.5% | +19.7% | -0.9% |
| 3M | -24.2% | -5.0% | -19.2% | -24.1% |
| 6M | +90.8% | +0.7% | +90.1% | +88.1% |
| YTD | +89.2% | -0.7% | +89.9% | +85.2% |
| 1Y | +104.7% | -12.7% | +117.5% | +103.9% |
| All | +472.4% | -13.4% | +485.8% | +456.2% |
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