-18.6%
JBLU vs VSXY
+199.6%
-218.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.5% | -1.5% |
| 7D | +14.4% | +7.2% | +7.2% | +13.1% |
| 30D | -13.4% | +24.9% | -38.3% | -17.0% |
| 3M | -45.1% | +18.3% | -63.4% | -47.2% |
| 6M | -27.9% | +109.4% | -137.3% | -40.8% |
| YTD | -23.3% | +96.3% | -119.5% | -33.3% |
| 1Y | -18.6% | +184.0% | -202.7% | -32.9% |
| All | -18.6% | +199.6% | -218.2% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 1y: compounded portfolio wealth divided by compounded VSXY 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…
1y analysis · Full analysis span regression · 6 months rolling