-68.1%
JBLU vs FGI
-69.1%
+1.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.4% | -5.5% | -3.2% |
| 7D | -5.6% | +14.7% | -20.3% | -6.1% |
| 30D | -22.3% | +67.0% | -89.3% | -25.3% |
| 3M | -11.0% | +31.0% | -42.0% | -13.8% |
| 6M | -3.1% | +126.8% | -129.9% | -9.9% |
| YTD | -3.7% | +35.6% | -39.4% | -8.6% |
| 1Y | -14.8% | +108.9% | -123.7% | -23.1% |
| 3Y | -15.4% | -0.3% | -15.2% | -22.8% |
| All | -68.1% | -69.1% | +1.0% | -70.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling