-0.2%
JBLU vs VXX
-45.7%
+45.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.5% | -2.5% |
| 7D | -5.0% | +2.0% | -6.9% | -3.6% |
| 30D | -23.9% | -7.1% | -16.8% | -27.2% |
| 3M | -11.6% | -28.6% | +17.0% | -28.0% |
| 6M | -0.2% | -44.0% | +43.8% | -28.3% |
| All | -0.2% | -45.7% | +45.4% | -28.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling