+135.4%
XLP vs JBLU
-78.7%
+214.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.4% | +0.1% |
| 7D | +2.3% | +25.8% | -23.4% | +0.8% |
| 30D | +9.1% | +4.2% | +4.9% | +8.5% |
| 3M | +7.9% | -29.1% | +36.9% | +9.9% |
| 6M | +9.6% | -21.7% | +31.3% | +10.5% |
| YTD | +19.4% | -12.1% | +31.5% | +18.7% |
| 1Y | +22.4% | -9.3% | +31.7% | +21.2% |
| 3Y | +43.2% | +3.4% | +39.8% | +33.5% |
| 5Y | +42.6% | -74.2% | +116.8% | +48.3% |
| 10Y | +135.4% | -79.2% | +214.6% | +140.8% |
| All | +135.4% | -78.7% | +214.1% | +140.8% |
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