+84.3%
QLD vs JBLU
-74.4%
+158.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.7% |
| 7D | -3.8% | +25.8% | -29.6% | -10.2% |
| 30D | -20.5% | +4.2% | -24.7% | -22.5% |
| 3M | -14.6% | -29.1% | +14.4% | -6.8% |
| 6M | -14.7% | -21.7% | +7.1% | -10.8% |
| YTD | +11.2% | -12.1% | +23.3% | +8.7% |
| 1Y | +7.1% | -9.3% | +16.4% | +3.4% |
| 3Y | +141.1% | +3.4% | +137.7% | +59.0% |
| 5Y | +84.3% | -74.2% | +158.5% | +176.5% |
| All | +84.3% | -74.4% | +158.7% | +176.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling