-73.8%
JBLU vs VIVK
-100.0%
+26.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.4% | +7.6% | +0.3% |
| 7D | -5.0% | -4.4% | -0.6% | -5.0% |
| 30D | -23.9% | -40.8% | +16.9% | -23.8% |
| 3M | -11.6% | -94.1% | +82.5% | -10.9% |
| 6M | -0.2% | -98.2% | +98.0% | +0.8% |
| YTD | -3.3% | -98.0% | +94.7% | -2.6% |
| 1Y | -15.4% | -100.0% | +84.6% | -13.8% |
| 3Y | -14.7% | -100.0% | +85.3% | -13.6% |
| 5Y | -70.0% | -100.0% | +30.0% | -69.6% |
| All | -73.8% | -100.0% | +26.2% | -72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 10y: compounded portfolio wealth divided by compounded VIVK 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…
10y analysis · Full analysis span regression · 6 months rolling