+597.9%
XYZ vs JBLU
-72.5%
+670.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -5.2% | -4.8% | -0.4% | -3.7% |
| 30D | 0.0% | -24.4% | +24.4% | +8.9% |
| 3M | +18.7% | -4.8% | +23.4% | +19.4% |
| 6M | +20.5% | -0.5% | +21.0% | +17.6% |
| YTD | +21.5% | -3.5% | +25.0% | +17.7% |
| 1Y | +7.2% | -13.6% | +20.8% | +6.6% |
| 3Y | +49.0% | -15.3% | +64.2% | +22.4% |
| 5Y | -68.1% | -70.1% | +2.0% | -61.7% |
| All | +597.9% | -72.5% | +670.3% | +715.4% |
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