-73.0%
JBLU vs VT
+222.7%
-295.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.1% |
| 7D | -5.6% | -0.1% | -5.5% | -5.4% |
| 30D | -22.3% | -0.7% | -21.7% | -21.4% |
| 3M | -11.0% | +4.0% | -15.0% | -15.5% |
| 6M | -3.1% | +12.3% | -15.4% | -17.1% |
| YTD | -3.7% | +14.0% | -17.8% | -19.3% |
| 1Y | -14.8% | +20.3% | -35.1% | -34.0% |
| 3Y | -15.4% | +75.4% | -90.9% | -60.2% |
| 5Y | -71.4% | +66.0% | -137.3% | -85.0% |
| 10Y | -73.0% | +228.2% | -301.2% | -94.4% |
| All | -73.0% | +222.7% | -295.7% | -94.4% |
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