-12.7%
JBLU vs VTR
+22.5%
-35.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.5% | +9.5% | +11.9% |
| 7D | +24.9% | +10.0% | +14.9% | +25.4% |
| 30D | -12.3% | +9.6% | -22.0% | -13.6% |
| 3M | -44.5% | -1.2% | -43.2% | -44.2% |
| 6M | -25.7% | +2.8% | -28.5% | -28.0% |
| YTD | -21.8% | +17.4% | -39.2% | -26.8% |
| 1Y | -12.7% | +22.0% | -34.7% | -18.8% |
| All | -12.7% | +22.5% | -35.2% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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