+2,067.0%
FLUT vs JBLU
-60.1%
+2,127.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +0.8% |
| 7D | +3.8% | +1.1% | +2.7% | +3.7% |
| 30D | +6.3% | -25.5% | +31.8% | +8.5% |
| 3M | -4.0% | -5.0% | +1.0% | -3.9% |
| 6M | -10.3% | +0.7% | -11.0% | -10.9% |
| YTD | -53.2% | -0.7% | -52.5% | -53.6% |
| 1Y | -65.0% | -12.7% | -52.3% | -65.1% |
| 3Y | -43.9% | -12.7% | -31.2% | -45.4% |
| 5Y | -49.2% | -69.3% | +20.0% | -48.7% |
| 10Y | -9.2% | -73.0% | +63.8% | -9.3% |
| All | +2,067.0% | -60.1% | +2,127.1% | +2,053.5% |
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 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