+209.9%
FXI vs JBLU
-68.1%
+277.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | -0.7% |
| 7D | -2.8% | -5.6% | +2.8% | -1.7% |
| 30D | -5.3% | -22.3% | +17.0% | -0.8% |
| 3M | +0.3% | -11.0% | +11.3% | +1.4% |
| 6M | -4.6% | -3.1% | -1.5% | -6.5% |
| YTD | -9.1% | -3.7% | -5.4% | -11.7% |
| 1Y | -12.0% | -14.8% | +2.8% | -12.9% |
| 3Y | +38.6% | -15.4% | +54.1% | +22.3% |
| 5Y | -6.6% | -71.4% | +64.8% | +1.2% |
| 10Y | +15.0% | -73.0% | +88.0% | +11.5% |
| All | +209.9% | -68.1% | +277.9% | +97.7% |
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