-72.6%
JBLU vs FGI
-74.8%
+2.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -25.2% | +23.9% | -0.4% |
| 7D | +2.5% | -14.4% | +16.9% | +2.9% |
| 30D | +24.9% | -11.8% | +36.7% | +25.2% |
| 3M | -35.2% | -46.2% | +11.1% | -34.1% |
| 6M | -20.0% | +5.2% | -25.2% | -22.3% |
| YTD | -17.4% | +10.5% | -27.9% | -21.2% |
| 1Y | -13.0% | +25.5% | -38.5% | -18.1% |
| 3Y | -5.3% | -16.0% | +10.7% | -13.3% |
| All | -72.6% | -74.8% | +2.2% | -74.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling