-9.3%
FLUT vs JBLU
-72.4%
+63.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | +0.4% | -5.0% | +5.4% | +1.2% |
| 30D | +2.5% | -23.9% | +26.4% | +6.8% |
| 3M | -9.2% | -11.6% | +2.4% | -8.0% |
| 6M | -8.2% | -0.2% | -8.0% | -9.7% |
| YTD | -53.2% | -3.3% | -49.9% | -54.1% |
| 1Y | -65.6% | -15.4% | -50.2% | -65.6% |
| 3Y | -43.6% | -14.7% | -28.8% | -47.9% |
| 5Y | -50.3% | -70.0% | +19.7% | -48.1% |
| All | -9.3% | -72.4% | +63.1% | -11.5% |
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