-3.1%
JBLU vs VFC
-22.8%
+19.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.9% | -1.6% |
| 7D | -5.6% | -2.3% | -3.3% | -4.1% |
| 30D | -22.3% | -13.4% | -9.0% | -14.5% |
| 3M | -11.0% | -23.7% | +12.7% | +4.6% |
| 6M | -3.1% | -24.5% | +21.4% | +4.1% |
| All | -3.1% | -22.8% | +19.7% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 6mo: compounded portfolio wealth divided by compounded VFC 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…
6mo analysis · Full analysis span regression · 6 months rolling