+248.8%
XLF vs JBLU
-72.4%
+321.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.4% | +0.6% |
| 7D | -1.5% | -5.0% | +3.5% | -0.5% |
| 30D | -1.2% | -23.9% | +22.7% | +4.2% |
| 3M | +9.2% | -11.6% | +20.8% | +10.8% |
| 6M | +16.3% | -0.2% | +16.6% | +13.4% |
| YTD | +5.4% | -3.3% | +8.7% | +2.4% |
| 1Y | +7.6% | -15.4% | +23.0% | +6.9% |
| 3Y | +74.2% | -14.7% | +88.9% | +50.1% |
| 5Y | +66.1% | -70.0% | +136.2% | +84.4% |
| All | +248.8% | -72.4% | +321.2% | +259.6% |
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 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