-70.7%
JBLU vs FCEL
-90.6%
+19.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | 0.0% |
| 7D | -5.0% | +6.3% | -11.3% | -6.0% |
| 30D | -23.9% | -26.7% | +2.8% | -21.4% |
| 3M | -11.6% | -10.2% | -1.5% | -14.5% |
| 6M | -0.2% | +123.5% | -123.7% | -19.7% |
| YTD | -3.3% | +117.4% | -120.7% | -22.9% |
| 1Y | -15.4% | +146.0% | -161.4% | -35.7% |
| 3Y | -14.7% | -61.9% | +47.2% | -20.4% |
| All | -70.7% | -90.6% | +19.8% | -66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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