The Finetto family thought they were out for a relaxing ride on the Sandy Hook Bay on Saturday until their dog Jersey jumped into the water and has not been seen since.

Anne Finetto said their golden retriever goes everywhere with them, so having her on the boat was nothing new.

"She's a family member. She goes everywhere with us," Finetto said. "I take her hiking. I take her running with me. We go on vacation she comes with us."

The last time they saw the dog it was sitting at Finetto's husband's feet when a plastic food container flew off the boat. It was only a few seconds later when they realized Jersey had gone in after it. But by the time they turned around there was no sign of the dog.

Finetto said Jersey is a good swimmer, so she would not be surprised if the dog had managed to swim somewhere after hitting the water. It is also because of Jersey's strong swimming skills that Finetto said it was not wearing a life jacket, a decision she said they now regret.

"That's the hard thing, is that we realize we could have possibly saved her if we had that on her."

She said they have been searching nonstop and also gotten help from all over the area.

"I can't believe the outpouring of support and help from the community," she said. "Everyone's being so kind and wonderful and trying to help us find her."

Still, Finetto said the past few days have been very hard for everyone.

"My husband and I talked about this last night. This has been I think the most tragic thing that has ever happened to us," she said. "I know right now our family is distraught. I can't eat. I can't sleep. I can't think. Yesterday after trying all day I came home and I just cried myself to sleep."

Finetto said her family is continuing to follow the many leads that people provide and said there are plans for a larger search this weekend, though those details have not yet been finalized.