+169.4%
XLV vs JBLU
-72.4%
+241.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -3.6% | -5.0% | +1.4% | -3.1% |
| 30D | -1.8% | -23.9% | +22.0% | +0.4% |
| 3M | +7.8% | -11.6% | +19.4% | +8.5% |
| 6M | +9.1% | -0.2% | +9.3% | +8.0% |
| YTD | +7.7% | -3.3% | +11.0% | +6.5% |
| 1Y | +20.4% | -15.4% | +35.8% | +20.1% |
| 3Y | +30.8% | -14.7% | +45.5% | +23.4% |
| 5Y | +34.6% | -70.0% | +104.7% | +39.8% |
| All | +169.4% | -72.4% | +241.8% | +163.8% |
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