-68.9%
JBLU vs FLNC
-70.4%
+1.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.2% | -0.1% |
| 7D | -5.0% | -4.1% | -0.9% | -4.5% |
| 30D | -23.9% | -24.8% | +0.9% | -20.9% |
| 3M | -11.6% | -59.1% | +47.5% | -1.0% |
| 6M | -0.2% | -42.0% | +41.7% | +2.1% |
| YTD | -3.3% | -49.8% | +46.5% | -1.2% |
| 1Y | -15.4% | +43.1% | -58.5% | -30.1% |
| 3Y | -14.7% | -61.0% | +46.2% | -23.7% |
| All | -68.9% | -70.4% | +1.5% | -74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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