+14.7%
QLD vs JBLU
-12.5%
+27.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +11.9% | -10.1% | -0.6% |
| 7D | -9.4% | +24.9% | -34.3% | -13.8% |
| 30D | -17.1% | -12.3% | -4.7% | -14.9% |
| 3M | -10.4% | -44.5% | +34.0% | +1.2% |
| 6M | +0.7% | -25.7% | +26.4% | +5.8% |
| YTD | +17.7% | -21.8% | +39.5% | +16.8% |
| 1Y | +14.7% | -12.7% | +27.4% | +8.9% |
| All | +14.7% | -12.5% | +27.2% | +8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling