+418.8%
META vs JBLU
-73.6%
+492.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -3.1% | +9.7% | +7.1% |
| 7D | +10.3% | -5.6% | +15.9% | +11.3% |
| 30D | +9.9% | -22.3% | +32.2% | +14.4% |
| 3M | +11.9% | -11.0% | +22.9% | +13.2% |
| 6M | +1.2% | -3.1% | +4.3% | +0.2% |
| YTD | -0.8% | -3.7% | +2.9% | -2.6% |
| 1Y | -14.3% | -14.8% | +0.4% | -14.6% |
| 3Y | +121.4% | -15.4% | +136.8% | +99.8% |
| 5Y | +74.5% | -71.4% | +145.8% | +87.3% |
| 10Y | +418.8% | -73.0% | +491.8% | +428.3% |
| All | +418.8% | -73.6% | +492.5% | +428.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU 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 JBLU 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