+184.2%
QLD vs JBLU
-15.8%
+200.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.3% |
| 7D | +3.0% | +1.1% | +1.9% | +2.7% |
| 30D | -1.8% | -25.5% | +23.7% | +3.6% |
| 3M | -1.8% | -5.0% | +3.2% | -1.5% |
| 6M | +36.9% | +0.7% | +36.2% | +34.7% |
| YTD | +28.7% | -0.7% | +29.3% | +25.7% |
| 1Y | +41.9% | -12.7% | +54.6% | +41.2% |
| 3Y | +184.2% | -12.7% | +196.9% | +169.5% |
| All | +184.2% | -15.8% | +200.0% | +169.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling