-70.7%
JBLU vs VSH
+74.2%
-144.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.1% | -5.9% | -2.5% |
| 7D | -5.0% | +4.8% | -9.7% | -7.0% |
| 30D | -23.9% | -0.7% | -23.2% | -24.0% |
| 3M | -11.6% | -43.1% | +31.4% | +9.9% |
| 6M | -0.2% | +91.8% | -92.0% | -40.1% |
| YTD | -3.3% | +131.6% | -134.9% | -48.7% |
| 1Y | -15.4% | +118.1% | -133.5% | -54.3% |
| 3Y | -14.7% | +40.9% | -55.6% | -42.8% |
| All | -70.7% | +74.2% | -144.9% | -84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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