-9.0%
JBLU vs VXX
-51.1%
+42.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.1% | +0.7% |
| 7D | -3.5% | -3.5% | -0.1% | -5.0% |
| 30D | -27.2% | -13.6% | -13.6% | -31.7% |
| 3M | -4.3% | -24.6% | +20.3% | -14.2% |
| 6M | -8.3% | -39.9% | +31.6% | -23.6% |
| YTD | +1.8% | -33.1% | +34.8% | -11.6% |
| 1Y | -9.0% | -49.9% | +40.9% | -24.1% |
| All | -9.0% | -51.1% | +42.1% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 VXX 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