-24.7%
JBLU vs VIVK
-100.0%
+75.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.4% | +7.6% | +0.2% |
| 7D | -5.0% | -4.4% | -0.6% | -5.0% |
| 30D | -23.9% | -40.8% | +16.9% | -23.9% |
| 3M | -11.6% | -94.1% | +82.5% | -11.6% |
| 6M | -0.2% | -98.2% | +98.0% | -0.1% |
| YTD | -3.3% | -98.0% | +94.7% | -3.2% |
| 1Y | -15.4% | -100.0% | +84.6% | -15.2% |
| 3Y | -14.7% | -100.0% | +85.3% | -14.6% |
| 5Y | -70.0% | -100.0% | +30.0% | -70.0% |
| 10Y | -72.9% | -100.0% | +27.1% | -72.8% |
| All | -24.7% | -100.0% | +75.3% | -24.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling