+106.2%
XLP vs JBLU
-73.6%
+179.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -0.9% |
| 7D | -2.9% | -5.6% | +2.7% | -2.5% |
| 30D | -2.2% | -22.3% | +20.1% | -0.6% |
| 3M | -0.6% | -11.0% | +10.4% | -0.1% |
| 6M | -2.2% | -3.1% | +0.9% | -2.8% |
| YTD | +8.3% | -3.7% | +12.0% | +7.3% |
| 1Y | +5.7% | -14.8% | +20.5% | +5.5% |
| 3Y | +25.7% | -15.4% | +41.1% | +19.9% |
| 5Y | +31.3% | -71.4% | +102.7% | +35.8% |
| 10Y | +106.2% | -73.0% | +179.1% | +106.3% |
| All | +106.2% | -73.6% | +179.8% | +106.3% |
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