-17.2%
JBLU vs VCLT
+100.6%
-117.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.7% |
| 7D | -4.8% | -1.3% | -3.5% | -4.3% |
| 30D | -24.4% | -1.1% | -23.3% | -24.1% |
| 3M | -4.8% | -3.7% | -1.1% | -3.2% |
| 6M | -0.5% | -4.0% | +3.6% | +1.6% |
| YTD | -3.5% | -3.4% | -0.1% | -1.7% |
| 1Y | -13.6% | -4.1% | -9.4% | -11.7% |
| 3Y | -15.3% | +11.0% | -26.2% | -17.4% |
| 5Y | -70.1% | -17.0% | -53.1% | -69.7% |
| 10Y | -72.9% | +16.7% | -89.6% | -71.4% |
| All | -17.2% | +100.6% | -117.7% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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