+159.8%
XLB vs JBLU
-72.4%
+232.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.3% |
| 7D | -2.8% | -5.0% | +2.1% | -2.0% |
| 30D | -3.1% | -23.9% | +20.8% | +1.5% |
| 3M | -0.2% | -11.6% | +11.5% | +1.2% |
| 6M | +3.1% | -0.2% | +3.3% | +1.0% |
| YTD | +13.3% | -3.3% | +16.6% | +10.7% |
| 1Y | +12.0% | -15.4% | +27.4% | +11.6% |
| 3Y | +31.4% | -14.7% | +46.1% | +16.9% |
| 5Y | +33.9% | -70.0% | +104.0% | +45.7% |
| All | +159.8% | -72.4% | +232.2% | +165.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling