+9,127.5%
QLD vs JBLU
-62.4%
+9,189.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +0.6% | -3.5% | +4.1% | +1.8% |
| 30D | -0.1% | -27.2% | +27.1% | +11.3% |
| 3M | -8.4% | -4.3% | -4.0% | -8.4% |
| 6M | +32.2% | -8.3% | +40.5% | +31.4% |
| YTD | +28.9% | +1.8% | +27.1% | +21.1% |
| 1Y | +43.8% | -9.0% | +52.9% | +39.1% |
| 3Y | +176.6% | -21.9% | +198.5% | +131.0% |
| 5Y | +121.6% | -69.0% | +190.6% | +163.3% |
| 10Y | +1,652.9% | -70.8% | +1,723.7% | +1,670.8% |
| All | +9,127.5% | -62.4% | +9,189.8% | +5,554.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling