-68.4%
XYZ vs JBLU
-70.1%
+1.7%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | +0.2% |
| 7D | -3.7% | -5.6% | +1.9% | -1.8% |
| 30D | +0.5% | -22.3% | +22.9% | +9.5% |
| 3M | +16.3% | -11.0% | +27.2% | +19.6% |
| 6M | +21.1% | -3.1% | +24.2% | +18.6% |
| YTD | +22.0% | -3.7% | +25.7% | +17.3% |
| 1Y | +5.2% | -14.8% | +19.9% | +4.6% |
| 3Y | +49.6% | -15.4% | +65.0% | +5.9% |
| 5Y | -68.4% | -71.4% | +2.9% | -53.0% |
| All | -68.4% | -70.1% | +1.7% | -53.0% |
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