+32.0%
XEL vs JBLU
-70.3%
+102.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -0.3% | -5.0% | +4.7% | -0.1% |
| 30D | -3.9% | -23.9% | +19.9% | -3.1% |
| 3M | -2.8% | -11.6% | +8.8% | -2.6% |
| 6M | -5.4% | -0.2% | -5.2% | -5.8% |
| YTD | +3.8% | -3.3% | +7.0% | +3.2% |
| 1Y | +6.8% | -15.4% | +22.2% | +6.7% |
| 3Y | +45.6% | -14.7% | +60.3% | +41.9% |
| All | +32.0% | -70.3% | +102.3% | +30.5% |
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