+6.9%
FPS vs JBLU
-25.8%
+32.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.1% | -1.0% | -3.3% |
| 7D | +5.3% | -5.6% | +10.9% | +6.9% |
| 30D | -17.6% | -22.3% | +4.8% | -12.4% |
| 3M | -45.8% | -11.0% | -34.8% | -44.3% |
| 6M | -10.1% | -3.1% | -7.0% | -10.1% |
| All | +6.9% | -25.8% | +32.6% | +14.5% |
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 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