+658.4%
XEL vs JBLU
-60.5%
+719.0%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.3% | -1.0% |
| 7D | -1.2% | -4.8% | +3.6% | -0.9% |
| 30D | -2.9% | -24.4% | +21.5% | -0.9% |
| 3M | -2.7% | -4.8% | +2.1% | -2.8% |
| 6M | -6.5% | -0.5% | -6.1% | -7.4% |
| YTD | +3.6% | -3.5% | +7.1% | +2.5% |
| 1Y | +7.5% | -13.6% | +21.1% | +7.0% |
| 3Y | +46.3% | -15.3% | +61.6% | +39.7% |
| 5Y | +30.5% | -70.1% | +100.6% | +33.7% |
| 10Y | +151.4% | -72.9% | +224.3% | +145.8% |
| All | +658.4% | -60.5% | +719.0% | +483.7% |
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