+62.8%
META vs JBLU
-68.8%
+131.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | +6.7% | -3.5% | +10.2% | +7.4% |
| 30D | +4.8% | -27.2% | +32.0% | +11.4% |
| 3M | -1.6% | -4.3% | +2.7% | -1.8% |
| 6M | -7.5% | -8.3% | +0.8% | -7.7% |
| YTD | -6.4% | +1.8% | -8.2% | -9.7% |
| 1Y | -17.3% | -9.0% | -8.3% | -18.9% |
| 3Y | +109.9% | -21.9% | +131.9% | +83.1% |
| All | +62.8% | -68.8% | +131.6% | +98.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling