+524.2%
FLEX vs JBLU
-66.2%
+590.4%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -3.6% |
| 7D | +7.5% | +2.5% | +5.0% | +6.8% |
| 30D | -25.3% | +24.9% | -50.2% | -31.0% |
| 3M | -39.7% | -35.2% | -4.5% | -32.2% |
| 6M | -47.9% | -20.0% | -27.9% | -45.9% |
| YTD | +24.1% | -17.4% | +41.5% | +24.3% |
| 1Y | +26.0% | -13.0% | +38.9% | +24.1% |
| 3Y | +282.7% | -5.3% | +288.0% | +209.1% |
| 5Y | +424.2% | -75.2% | +499.4% | +530.3% |
| 10Y | +613.8% | -80.5% | +694.2% | +722.9% |
| All | +524.2% | -66.2% | +590.4% | +296.8% |
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