+253.9%
XLI vs JBLU
-72.4%
+326.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.8% | +1.0% |
| 7D | -1.7% | -5.0% | +3.3% | -0.7% |
| 30D | -7.3% | -23.9% | +16.6% | -2.5% |
| 3M | -1.3% | -11.6% | +10.3% | +0.1% |
| 6M | +2.2% | -0.2% | +2.5% | +0.1% |
| YTD | +11.7% | -3.3% | +15.0% | +9.0% |
| 1Y | +14.3% | -15.4% | +29.6% | +13.8% |
| 3Y | +70.3% | -14.7% | +85.1% | +49.2% |
| 5Y | +82.3% | -70.0% | +152.3% | +100.7% |
| All | +253.9% | -72.4% | +326.3% | +261.3% |
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