+851.6%
FLEX vs JBLU
-59.3%
+911.0%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.4% | +6.8% | +5.1% |
| 7D | +7.0% | +1.1% | +5.9% | +6.5% |
| 30D | -5.8% | -25.5% | +19.7% | +2.7% |
| 3M | -24.2% | -5.0% | -19.2% | -24.2% |
| 6M | +90.8% | +0.7% | +90.1% | +85.3% |
| YTD | +89.2% | -0.7% | +89.9% | +81.3% |
| 1Y | +104.7% | -12.7% | +117.5% | +102.7% |
| 3Y | +478.1% | -12.7% | +490.8% | +384.1% |
| 5Y | +726.2% | -69.3% | +795.5% | +837.6% |
| 10Y | +1,060.6% | -73.0% | +1,133.6% | +1,120.6% |
| All | +851.6% | -59.3% | +911.0% | +478.8% |
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