+176.9%
XLE vs JBLU
-72.5%
+249.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | +0.5% | -4.8% | +5.3% | +1.3% |
| 30D | +6.6% | -24.4% | +31.0% | +11.6% |
| 3M | +12.3% | -4.8% | +17.0% | +11.4% |
| 6M | +18.4% | -0.5% | +18.8% | +13.8% |
| YTD | +47.2% | -3.5% | +50.7% | +40.7% |
| 1Y | +50.3% | -13.6% | +63.9% | +46.0% |
| 3Y | +55.3% | -15.3% | +70.6% | +30.3% |
| 5Y | +226.0% | -70.1% | +296.1% | +253.5% |
| All | +176.9% | -72.5% | +249.4% | +166.9% |
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