-20.5%
JBLU vs VLTO
+56.4%
-76.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -2.0% | -1.7% |
| 7D | +2.5% | +1.0% | +1.5% | +1.9% |
| 30D | +24.9% | +17.5% | +7.4% | +13.4% |
| 3M | -35.2% | +21.4% | -56.6% | -42.6% |
| 6M | -20.0% | +38.1% | -58.1% | -35.0% |
| YTD | -17.4% | +19.0% | -36.4% | -26.4% |
| 1Y | -13.0% | +20.7% | -33.6% | -23.5% |
| 3Y | -5.3% | +64.3% | -69.6% | -22.9% |
| All | -20.5% | +56.4% | -76.9% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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