-82.6%
JBLU vs XLRE
+109.5%
-192.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | -0.6% |
| 7D | -5.0% | -1.2% | -3.8% | -3.9% |
| 30D | -23.9% | -2.4% | -21.5% | -22.1% |
| 3M | -11.6% | -2.5% | -9.2% | -9.7% |
| 6M | -0.2% | +4.0% | -4.2% | -3.4% |
| YTD | -3.3% | +9.3% | -12.6% | -10.6% |
| 1Y | -15.4% | +5.6% | -21.0% | -19.0% |
| 3Y | -14.7% | +31.3% | -46.0% | -31.6% |
| 5Y | -70.0% | +9.5% | -79.6% | -71.9% |
| 10Y | -72.9% | +89.0% | -161.9% | -83.4% |
| All | -82.6% | +109.5% | -192.1% | -89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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