+71.4%
XLC vs JBLU
-15.7%
+87.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +0.5% | -5.0% | +5.5% | +0.9% |
| 30D | +2.1% | -23.9% | +26.0% | +4.3% |
| 3M | +0.7% | -11.6% | +12.3% | +1.4% |
| 6M | -3.2% | -0.2% | -3.0% | -4.0% |
| YTD | -3.8% | -3.3% | -0.5% | -4.8% |
| 1Y | -2.0% | -15.4% | +13.4% | -2.2% |
| 3Y | +71.4% | -14.7% | +86.1% | +64.5% |
| All | +71.4% | -15.7% | +87.1% | +64.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling