-67.1%
JBLU vs VMC
+613.4%
-680.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -4.8% | -3.7% | -1.1% | -2.6% |
| 30D | -24.4% | -12.8% | -11.7% | -18.2% |
| 3M | -4.8% | -7.9% | +3.2% | 0.0% |
| 6M | -0.5% | -7.5% | +7.1% | +4.8% |
| YTD | -3.5% | -11.6% | +8.1% | +4.0% |
| 1Y | -13.6% | -14.3% | +0.7% | -5.4% |
| 3Y | -15.3% | +18.5% | -33.7% | -23.4% |
| 5Y | -70.1% | +46.8% | -116.9% | -76.0% |
| 10Y | -72.9% | +153.2% | -226.1% | -84.8% |
| All | -67.1% | +613.4% | -680.4% | -92.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling