+725.7%
FLEX vs JBLU
-70.1%
+795.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -0.7% |
| 7D | +6.4% | -5.6% | +12.0% | +7.7% |
| 30D | -5.9% | -22.3% | +16.5% | -0.4% |
| 3M | -23.5% | -11.0% | -12.5% | -22.2% |
| 6M | +83.7% | -3.1% | +86.8% | +81.5% |
| YTD | +86.5% | -3.7% | +90.2% | +82.1% |
| 1Y | +100.5% | -14.8% | +115.3% | +100.4% |
| 3Y | +469.8% | -15.4% | +485.3% | +390.7% |
| 5Y | +725.7% | -71.4% | +797.0% | +909.1% |
| All | +725.7% | -70.1% | +795.8% | +909.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling