-51.2%
FLUT vs JBLU
-71.4%
+20.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -3.6% | -4.8% | +1.2% | -2.7% |
| 30D | -0.3% | -24.4% | +24.1% | +5.1% |
| 3M | -12.6% | -4.8% | -7.9% | -12.5% |
| 6M | -8.0% | -0.5% | -7.5% | -10.0% |
| YTD | -54.1% | -3.5% | -50.6% | -55.4% |
| 1Y | -66.1% | -13.6% | -52.5% | -66.4% |
| 3Y | -45.0% | -15.3% | -29.8% | -53.0% |
| 5Y | -51.2% | -70.1% | +18.9% | -43.8% |
| All | -51.2% | -71.4% | +20.2% | -43.8% |
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 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