-79.5%
JBLU vs VTEB
+25.5%
-105.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | -0.3% |
| 7D | -5.0% | -0.9% | -4.0% | -3.6% |
| 30D | -23.9% | -2.5% | -21.4% | -20.7% |
| 3M | -11.6% | -3.0% | -8.7% | -7.2% |
| 6M | -0.2% | -2.1% | +1.9% | +3.8% |
| YTD | -3.3% | -1.5% | -1.8% | -0.2% |
| 1Y | -15.4% | +0.2% | -15.5% | -14.7% |
| 3Y | -14.7% | +8.6% | -23.3% | -24.4% |
| 5Y | -70.0% | +1.2% | -71.2% | -70.6% |
| 10Y | -72.9% | +18.1% | -90.9% | -71.8% |
| All | -79.5% | +25.5% | -105.0% | -73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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