+2,450.5%
XLK vs JBLU
-60.4%
+2,510.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +0.2% | -5.0% | +5.2% | +1.1% |
| 30D | -0.6% | -23.9% | +23.2% | +4.0% |
| 3M | +2.6% | -11.6% | +14.2% | +4.0% |
| 6M | +34.0% | -0.2% | +34.2% | +31.5% |
| YTD | +30.7% | -3.3% | +34.0% | +27.8% |
| 1Y | +39.2% | -15.4% | +54.6% | +38.7% |
| 3Y | +120.4% | -14.7% | +135.2% | +98.9% |
| 5Y | +148.8% | -70.0% | +218.8% | +167.0% |
| 10Y | +803.3% | -72.9% | +876.2% | +800.0% |
| All | +2,450.5% | -60.4% | +2,510.9% | +1,665.4% |
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