+1,593.8%
META vs JBLU
-4.5%
+1,598.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.3% |
| 7D | +3.3% | +25.8% | -22.5% | -1.0% |
| 30D | -10.8% | +4.2% | -14.9% | -12.2% |
| 3M | +7.9% | -29.1% | +37.0% | +13.6% |
| 6M | +5.4% | -21.7% | +27.1% | +8.0% |
| YTD | -2.6% | -12.1% | +9.5% | -3.8% |
| 1Y | +1.9% | -9.3% | +11.2% | -0.2% |
| 3Y | +97.0% | +3.4% | +93.6% | +67.6% |
| 5Y | +97.6% | -74.2% | +171.9% | +118.2% |
| 10Y | +436.0% | -79.2% | +515.2% | +467.3% |
| All | +1,593.8% | -4.5% | +1,598.3% | +1,035.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling