+319.0%
XLF vs JBLU
-60.5%
+379.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.4% |
| 7D | -2.9% | -4.8% | +1.9% | -1.6% |
| 30D | -1.6% | -24.4% | +22.8% | +5.7% |
| 3M | +9.3% | -4.8% | +14.0% | +9.1% |
| 6M | +14.6% | -0.5% | +15.0% | +10.8% |
| YTD | +4.7% | -3.5% | +8.3% | +0.8% |
| 1Y | +8.6% | -13.6% | +22.2% | +6.8% |
| 3Y | +73.9% | -15.3% | +89.1% | +45.7% |
| 5Y | +65.0% | -70.1% | +135.1% | +80.2% |
| 10Y | +250.4% | -72.9% | +323.4% | +248.4% |
| All | +319.0% | -60.5% | +379.5% | +132.0% |
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