+227.7%
XLE vs JBLU
-70.1%
+297.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +1.0% |
| 7D | +0.3% | -5.6% | +5.9% | +0.6% |
| 30D | +8.5% | -22.3% | +30.9% | +9.9% |
| 3M | +14.6% | -11.0% | +25.6% | +14.6% |
| 6M | +17.6% | -3.1% | +20.7% | +15.8% |
| YTD | +48.1% | -3.7% | +51.8% | +45.2% |
| 1Y | +53.8% | -14.8% | +68.6% | +52.2% |
| 3Y | +56.2% | -15.4% | +71.7% | +46.0% |
| 5Y | +227.7% | -71.4% | +299.1% | +242.8% |
| All | +227.7% | -70.1% | +297.9% | +242.8% |
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