-67.1%
JBLU vs FCEL
-100.0%
+32.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.9% | +6.1% | +0.9% |
| 7D | -4.8% | +6.3% | -11.0% | -5.7% |
| 30D | -24.4% | -18.8% | -5.6% | -23.3% |
| 3M | -4.8% | -3.8% | -0.9% | -7.8% |
| 6M | -0.5% | +121.1% | -121.6% | -15.4% |
| YTD | -3.5% | +113.3% | -116.8% | -18.4% |
| 1Y | -13.6% | +173.5% | -187.1% | -30.3% |
| 3Y | -15.3% | -63.9% | +48.7% | -21.6% |
| 5Y | -70.1% | -90.7% | +20.6% | -69.4% |
| 10Y | -72.9% | -99.2% | +26.2% | -73.6% |
| All | -67.1% | -100.0% | +32.9% | -68.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling