-64.5%
JBLU vs FCUV
-95.7%
+31.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.0% | +0.2% |
| 7D | -5.0% | -66.5% | +61.5% | -4.7% |
| 30D | -23.9% | +5.0% | -28.8% | -24.0% |
| 3M | -11.6% | +63.8% | -75.4% | -13.2% |
| 6M | -0.2% | -67.8% | +67.6% | -1.5% |
| YTD | -3.3% | -82.4% | +79.1% | -4.3% |
| 1Y | -15.4% | -94.7% | +79.4% | -15.8% |
| 3Y | -14.7% | -99.3% | +84.5% | -15.2% |
| 5Y | -70.0% | -99.9% | +29.8% | -70.1% |
| 10Y | -72.9% | -98.6% | +25.7% | -73.3% |
| All | -64.5% | -95.7% | +31.3% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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