+33.4%
XLB vs JBLU
-71.4%
+104.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.5% | -1.3% |
| 7D | -3.5% | -4.8% | +1.2% | -2.9% |
| 30D | -4.7% | -24.4% | +19.8% | -0.9% |
| 3M | +2.7% | -4.8% | +7.5% | +2.8% |
| 6M | +2.6% | -0.5% | +3.1% | +1.0% |
| YTD | +12.8% | -3.5% | +16.4% | +10.9% |
| 1Y | +14.0% | -13.6% | +27.5% | +13.3% |
| 3Y | +31.5% | -15.3% | +46.7% | +19.0% |
| 5Y | +33.4% | -70.1% | +103.5% | +46.1% |
| All | +33.4% | -71.4% | +104.9% | +46.1% |
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