-0.2%
JBLU vs FRMI
-33.2%
+32.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | 0.0% |
| 7D | -5.0% | +7.4% | -12.4% | -5.6% |
| 30D | -23.9% | -27.6% | +3.8% | -22.0% |
| 3M | -11.6% | -20.9% | +9.2% | -10.9% |
| 6M | -0.2% | -36.6% | +36.4% | +4.6% |
| All | -0.2% | -33.2% | +32.9% | +4.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling