-70.7%
JBLU vs VMC
+47.0%
-117.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | -0.4% |
| 7D | -5.0% | -3.8% | -1.2% | -2.1% |
| 30D | -23.9% | -9.7% | -14.2% | -17.6% |
| 3M | -11.6% | -9.6% | -2.0% | -4.6% |
| 6M | -0.2% | -4.8% | +4.6% | +4.1% |
| YTD | -3.3% | -10.9% | +7.6% | +5.2% |
| 1Y | -15.4% | -15.6% | +0.2% | -4.3% |
| 3Y | -14.7% | +19.3% | -34.0% | -27.4% |
| All | -70.7% | +47.0% | -117.7% | -78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 5y: compounded portfolio wealth divided by compounded VMC 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…
5y analysis · Full analysis span regression · 6 months rolling