+32.0%
XLP vs JBLU
-69.9%
+101.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.5% |
| 7D | -1.4% | +1.1% | -2.6% | -1.5% |
| 30D | -1.3% | -25.5% | +24.2% | +0.1% |
| 3M | +1.8% | -5.0% | +6.9% | +1.8% |
| 6M | -0.8% | +0.7% | -1.5% | -1.4% |
| YTD | +9.5% | -0.7% | +10.2% | +8.6% |
| 1Y | +7.2% | -12.7% | +19.9% | +6.9% |
| 3Y | +27.1% | -12.7% | +39.9% | +22.0% |
| 5Y | +32.0% | -69.3% | +101.3% | +35.6% |
| All | +32.0% | -69.9% | +101.9% | +35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling