-66.3%
JBLU vs FGI
-70.4%
+4.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.5% | -7.1% | +0.2% |
| 7D | -3.5% | +0.5% | -4.1% | -3.6% |
| 30D | -27.2% | +65.4% | -92.6% | -30.0% |
| 3M | -4.3% | +23.5% | -27.8% | -7.2% |
| 6M | -8.3% | +60.5% | -68.8% | -13.5% |
| YTD | +1.8% | +30.0% | -28.2% | -3.3% |
| 1Y | -9.0% | +82.1% | -91.1% | -17.4% |
| 3Y | -21.9% | -4.4% | -17.5% | -28.6% |
| All | -66.3% | -70.4% | +4.1% | -68.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling