-67.1%
JBLU vs VSAT
+488.3%
-555.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | -0.6% |
| 7D | -4.8% | +3.4% | -8.2% | -5.9% |
| 30D | -24.4% | -12.2% | -12.2% | -21.5% |
| 3M | -4.8% | +20.6% | -25.4% | -14.1% |
| 6M | -0.5% | +60.2% | -60.6% | -19.7% |
| YTD | -3.5% | +115.3% | -118.8% | -31.1% |
| 1Y | -13.6% | +154.6% | -168.1% | -43.0% |
| 3Y | -15.3% | +211.2% | -226.4% | -59.3% |
| 5Y | -70.1% | +52.7% | -122.8% | -83.2% |
| 10Y | -72.9% | +2.9% | -75.8% | -83.6% |
| All | -67.1% | +488.3% | -555.3% | -89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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