-67.1%
JBLU vs VFC
+137.6%
-204.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.9% | -1.8% |
| 7D | -5.6% | -2.3% | -3.3% | -4.3% |
| 30D | -22.3% | -13.4% | -9.0% | -15.7% |
| 3M | -11.0% | -23.7% | +12.7% | +3.5% |
| 6M | -3.1% | -24.5% | +21.4% | +12.6% |
| YTD | -3.7% | -27.8% | +24.1% | +14.0% |
| 1Y | -14.8% | -13.5% | -1.3% | -10.6% |
| 3Y | -15.4% | -27.1% | +11.7% | -22.0% |
| 5Y | -71.4% | -79.0% | +7.6% | -42.5% |
| 10Y | -73.0% | -68.7% | -4.3% | -61.1% |
| All | -67.1% | +137.6% | -204.7% | -89.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling