-12.7%
JBLU vs FRMI
-93.1%
+80.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -10.6% | +22.5% | +12.6% |
| 7D | +24.9% | -39.7% | +64.6% | +29.3% |
| 30D | -12.3% | -55.2% | +42.9% | -7.3% |
| 3M | -44.5% | -71.2% | +26.7% | -39.8% |
| 6M | -25.7% | -64.1% | +38.4% | -20.1% |
| YTD | -21.8% | -77.2% | +55.5% | -15.6% |
| 1Y | -12.7% | -93.2% | +80.4% | -1.4% |
| All | -12.7% | -93.1% | +80.4% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling