-75.3%
JBLU vs FSLY
+7.7%
-83.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | 0.0% |
| 7D | -5.0% | +12.5% | -17.4% | -6.1% |
| 30D | -23.9% | -18.8% | -5.1% | -22.5% |
| 3M | -11.6% | +22.7% | -34.3% | -14.1% |
| 6M | -0.2% | -3.7% | +3.5% | -3.4% |
| YTD | -3.3% | +127.5% | -130.8% | -17.1% |
| 1Y | -15.4% | +193.5% | -208.9% | -30.7% |
| 3Y | -14.7% | -1.3% | -13.4% | -25.6% |
| 5Y | -70.0% | -47.3% | -22.7% | -75.9% |
| All | -75.3% | +7.7% | -83.0% | -80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 10y: compounded portfolio wealth divided by compounded FSLY 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…
10y analysis · Full analysis span regression · 6 months rolling