+40.3%
QLD vs JBLU
-15.4%
+55.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | 0.0% |
| 7D | +1.9% | -5.6% | +7.5% | +3.1% |
| 30D | -1.8% | -22.3% | +20.5% | +3.2% |
| 3M | -0.1% | -11.0% | +10.9% | +1.5% |
| 6M | +32.6% | -3.1% | +35.7% | +30.7% |
| YTD | +27.9% | -3.7% | +31.6% | +24.5% |
| 1Y | +40.3% | -14.8% | +55.1% | +35.2% |
| All | +40.3% | -15.4% | +55.7% | +35.2% |
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