Module performance analysis is a well-established framework to assess changes in the health condition of the components of the engine gas-path. The primary material of the technique is the so-called vector of residuals, which are built as the difference between actual measurement taken in the gas-path and the values predicted by means of an engine model. Obviously, the quality of the assessment of the engine condition depends strongly on the accuracy of the engine model. The present paper proposes a new approach for data-driven modeling of a fleet of engines of a given type. Such black-box models can be designed by operators, such as airlines and third-party companies. The fleet-wide modeling process is formulated as a regression problem that provides a dedicated model for each engine in the fleet, while recognizing that all engines are of the same type. The methodology is applied to a virtual fleet of engines generated within the Propulsion Diagnostic Methodology Evaluation Strategy (ProDiMES) environment. The set of models is assessed quantitatively through the coefficient of determination and is further used to perform anomaly detection.