-18.6%
JBLU vs VXX
-36.4%
+17.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +30.1% | -32.1% | +10.9% |
| 7D | +14.4% | +27.5% | -13.1% | +29.3% |
| 30D | -13.4% | +32.5% | -45.9% | +0.7% |
| 3M | -45.1% | +8.2% | -53.4% | -41.9% |
| 6M | -27.9% | -22.7% | -5.2% | -33.4% |
| YTD | -23.3% | -16.1% | -7.2% | -25.6% |
| 1Y | -18.6% | -34.0% | +15.4% | -24.8% |
| All | -18.6% | -36.4% | +17.7% | -24.8% |
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