+44.8%
XLP vs JBLU
-1.8%
+46.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.5% |
| 7D | +2.5% | +2.5% | +0.1% | +2.4% |
| 30D | +7.3% | +24.9% | -17.6% | +6.5% |
| 3M | +8.1% | -35.2% | +43.3% | +9.6% |
| 6M | +10.5% | -20.0% | +30.5% | +11.0% |
| YTD | +21.2% | -17.4% | +38.5% | +21.2% |
| 1Y | +22.7% | -13.0% | +35.7% | +22.5% |
| 3Y | +44.8% | -5.3% | +50.1% | +40.5% |
| All | +44.8% | -1.8% | +46.6% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling