+139.9%
XLC vs JBLU
-77.1%
+216.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.2% |
| 7D | -1.4% | -5.6% | +4.2% | -0.6% |
| 30D | -0.9% | -22.3% | +21.4% | +2.5% |
| 3M | -0.3% | -11.0% | +10.7% | +0.6% |
| 6M | -5.2% | -3.1% | -2.1% | -6.3% |
| YTD | -5.3% | -3.7% | -1.6% | -7.1% |
| 1Y | -2.8% | -14.8% | +12.0% | -3.4% |
| 3Y | +71.2% | -15.4% | +86.6% | +55.2% |
| 5Y | +37.6% | -71.4% | +109.0% | +47.1% |
| All | +139.9% | -77.1% | +216.9% | +157.7% |
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