-15.1%
JBLU vs FBTC
+60.2%
-75.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -5.0% | -3.1% | -1.9% | -4.1% |
| 30D | -23.9% | +22.0% | -45.9% | -28.2% |
| 3M | -11.6% | +21.6% | -33.3% | -16.8% |
| 6M | -0.2% | +9.2% | -9.5% | -3.0% |
| YTD | -3.3% | -11.8% | +8.5% | -1.4% |
| 1Y | -15.4% | -32.7% | +17.3% | -6.5% |
| All | -15.1% | +60.2% | -75.2% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 3y: compounded portfolio wealth divided by compounded FBTC 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…
3y analysis · Full analysis span regression · 6 months rolling