+553.6%
SCHD vs JBLU
-1.3%
+554.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -2.0% | -5.0% | +3.0% | -1.3% |
| 30D | -0.4% | -23.9% | +23.5% | +3.2% |
| 3M | +5.7% | -11.6% | +17.4% | +6.8% |
| 6M | +11.9% | -0.2% | +12.1% | +9.9% |
| YTD | +26.4% | -3.3% | +29.7% | +23.8% |
| 1Y | +27.6% | -15.4% | +43.0% | +26.9% |
| 3Y | +54.9% | -14.7% | +69.7% | +41.3% |
| 5Y | +60.9% | -70.0% | +131.0% | +70.1% |
| 10Y | +243.4% | -72.9% | +316.3% | +242.9% |
| All | +553.6% | -1.3% | +554.9% | +432.6% |
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