+0.7%
FPS vs JBLU
-25.6%
+26.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.2% | -6.0% | -5.8% |
| 7D | -4.6% | -4.8% | +0.2% | -3.4% |
| 30D | -22.6% | -24.4% | +1.9% | -17.1% |
| 3M | -45.1% | -4.8% | -40.3% | -44.6% |
| 6M | -17.8% | -0.5% | -17.4% | -18.4% |
| All | +0.7% | -25.6% | +26.3% | +7.8% |
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 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