-70.7%
JBLU vs FANG
+232.6%
-303.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -5.0% | +2.9% | -7.9% | -5.5% |
| 30D | -23.9% | +2.6% | -26.5% | -24.4% |
| 3M | -11.6% | +7.6% | -19.2% | -13.7% |
| 6M | -0.2% | +17.3% | -17.5% | -6.7% |
| YTD | -3.3% | +38.7% | -42.0% | -14.7% |
| 1Y | -15.4% | +51.6% | -67.0% | -27.7% |
| 3Y | -14.7% | +50.0% | -64.7% | -28.2% |
| All | -70.7% | +232.6% | -303.3% | -80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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