-67.0%
JBLU vs VTR
+1,753.5%
-1,820.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.5% |
| 7D | -5.0% | -0.3% | -4.7% | -4.8% |
| 30D | -23.9% | +1.1% | -25.0% | -24.3% |
| 3M | -11.6% | +7.9% | -19.5% | -15.8% |
| 6M | -0.2% | +6.2% | -6.4% | -4.1% |
| YTD | -3.3% | +17.7% | -21.0% | -11.7% |
| 1Y | -15.4% | +32.9% | -48.3% | -27.5% |
| 3Y | -14.7% | +129.7% | -144.4% | -45.0% |
| 5Y | -70.0% | +89.3% | -159.3% | -78.9% |
| 10Y | -72.9% | +99.1% | -172.0% | -83.3% |
| All | -67.0% | +1,753.5% | -1,820.5% | -91.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling