-13.6%
JBLU vs FANG
+1,412.9%
-1,426.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -5.0% | +2.9% | -7.9% | -5.7% |
| 30D | -23.9% | +2.6% | -26.5% | -24.6% |
| 3M | -11.6% | +7.6% | -19.2% | -14.5% |
| 6M | -0.2% | +17.3% | -17.5% | -7.5% |
| YTD | -3.3% | +38.7% | -42.0% | -15.1% |
| 1Y | -15.4% | +51.6% | -67.0% | -27.9% |
| 3Y | -14.7% | +50.0% | -64.7% | -28.1% |
| 5Y | -70.0% | +237.6% | -307.6% | -80.8% |
| 10Y | -72.9% | +180.7% | -253.6% | -86.0% |
| All | -13.6% | +1,412.9% | -1,426.4% | -67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling