-72.3%
JBLU vs VSXY
+37.5%
-109.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | -0.5% |
| 7D | -5.0% | +0.1% | -5.1% | -5.1% |
| 30D | -23.9% | -18.7% | -5.2% | -20.1% |
| 3M | -11.6% | -4.0% | -7.7% | -11.5% |
| 6M | -0.2% | +67.5% | -67.7% | -17.1% |
| YTD | -3.3% | +39.7% | -42.9% | -15.2% |
| 1Y | -15.4% | +180.0% | -195.4% | -39.4% |
| 3Y | -14.7% | +337.3% | -352.0% | -51.9% |
| 5Y | -70.0% | +22.7% | -92.7% | -77.9% |
| All | -72.3% | +37.5% | -109.8% | -79.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling