-79.2%
JBLU vs VT
+217.6%
-296.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +2.3% |
| 7D | +25.8% | -0.1% | +25.9% | +26.3% |
| 30D | +4.2% | -3.1% | +7.2% | +10.1% |
| 3M | -29.1% | -3.5% | -25.6% | -24.3% |
| 6M | -21.7% | +0.5% | -22.2% | -20.9% |
| YTD | -12.1% | +10.8% | -22.9% | -22.4% |
| 1Y | -9.3% | +11.9% | -21.2% | -21.0% |
| 3Y | +3.4% | +73.0% | -69.6% | -50.0% |
| 5Y | -74.2% | +58.6% | -132.8% | -85.5% |
| 10Y | -79.2% | +219.2% | -298.4% | -95.9% |
| All | -79.2% | +217.6% | -296.8% | -95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling