-67.1%
JBLU vs VSH
+155.5%
-222.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +0.6% |
| 7D | -4.8% | +3.1% | -7.9% | -6.1% |
| 30D | -24.4% | -5.7% | -18.7% | -22.8% |
| 3M | -4.8% | -42.5% | +37.7% | +16.1% |
| 6M | -0.5% | +82.7% | -83.1% | -31.5% |
| YTD | -3.5% | +118.2% | -121.7% | -39.3% |
| 1Y | -13.6% | +109.7% | -123.3% | -45.3% |
| 3Y | -15.3% | +35.3% | -50.5% | -36.5% |
| 5Y | -70.1% | +65.6% | -135.7% | -79.6% |
| 10Y | -72.9% | +176.8% | -249.8% | -85.8% |
| All | -67.1% | +155.5% | -222.6% | -89.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling