-14.7%
JBLU vs VICR
+209.3%
-224.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +11.2% | -10.9% | -2.1% |
| 7D | -5.0% | +5.0% | -9.9% | -6.1% |
| 30D | -23.9% | -12.5% | -11.4% | -22.3% |
| 3M | -11.6% | -33.6% | +22.0% | -6.8% |
| 6M | -0.2% | +10.7% | -10.9% | -10.9% |
| YTD | -3.3% | +80.6% | -83.9% | -24.7% |
| 1Y | -15.4% | +288.4% | -303.7% | -47.6% |
| 3Y | -14.7% | +213.8% | -228.5% | -48.3% |
| All | -14.7% | +209.3% | -224.0% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 3y: compounded portfolio wealth divided by compounded VICR 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…
3y analysis · Full analysis span regression · 6 months rolling