-12.7%
JBLU vs FGI
+38.7%
-51.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -5.0% | +16.9% | +12.1% |
| 7D | +24.9% | +3.3% | +21.6% | +24.7% |
| 30D | -12.3% | -2.0% | -10.3% | -12.3% |
| 3M | -44.5% | +60.3% | -104.7% | -45.9% |
| 6M | -25.7% | +0.7% | -26.4% | -26.4% |
| YTD | -21.8% | +30.2% | -51.9% | -23.4% |
| 1Y | -12.7% | +44.4% | -57.1% | -17.6% |
| All | -12.7% | +38.7% | -51.4% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling