+652.6%
XLB vs JBLU
-59.3%
+712.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.5% |
| 7D | -0.2% | +1.1% | -1.4% | -0.5% |
| 30D | -1.7% | -25.5% | +23.8% | +3.8% |
| 3M | +4.4% | -5.0% | +9.4% | +4.4% |
| 6M | +5.0% | +0.7% | +4.4% | +2.6% |
| YTD | +15.5% | -0.7% | +16.1% | +12.1% |
| 1Y | +14.9% | -12.7% | +27.7% | +13.8% |
| 3Y | +34.5% | -12.7% | +47.3% | +19.7% |
| 5Y | +36.5% | -69.3% | +105.8% | +46.2% |
| 10Y | +159.6% | -73.0% | +232.6% | +160.8% |
| All | +652.6% | -59.3% | +712.0% | +413.6% |
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