+627.7%
XLU vs JBLU
-60.4%
+688.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -1.6% | -5.0% | +3.4% | -1.1% |
| 30D | -3.3% | -23.9% | +20.6% | -0.9% |
| 3M | -3.2% | -11.6% | +8.5% | -2.5% |
| 6M | -7.0% | -0.2% | -6.7% | -8.1% |
| YTD | +0.6% | -3.3% | +3.9% | -0.8% |
| 1Y | +2.4% | -15.4% | +17.8% | +2.0% |
| 3Y | +46.3% | -14.7% | +61.0% | +37.6% |
| 5Y | +44.0% | -70.0% | +114.0% | +48.5% |
| 10Y | +140.1% | -72.9% | +212.9% | +135.0% |
| All | +627.7% | -60.4% | +688.2% | +440.7% |
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