-67.1%
JBLU vs FLR
+227.5%
-294.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.6% | +1.0% |
| 7D | -4.8% | -6.9% | +2.1% | -2.6% |
| 30D | -24.4% | +1.1% | -25.6% | -25.0% |
| 3M | -4.8% | +14.3% | -19.1% | -10.1% |
| 6M | -0.5% | +19.1% | -19.6% | -8.3% |
| YTD | -3.5% | +35.1% | -38.6% | -14.8% |
| 1Y | -13.6% | +29.5% | -43.1% | -23.2% |
| 3Y | -15.3% | +53.0% | -68.3% | -31.7% |
| 5Y | -70.1% | +238.9% | -309.0% | -82.3% |
| 10Y | -72.9% | +17.4% | -90.3% | -81.6% |
| All | -67.1% | +227.5% | -294.6% | -88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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