-78.7%
JBLU vs VXX
-99.0%
+20.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.5% | -1.0% |
| 7D | -5.0% | +2.0% | -6.9% | -4.4% |
| 30D | -23.9% | -7.1% | -16.8% | -25.3% |
| 3M | -11.6% | -28.6% | +17.0% | -18.7% |
| 6M | -0.2% | -44.0% | +43.8% | -12.1% |
| YTD | -3.3% | -31.7% | +28.4% | -8.6% |
| 1Y | -15.4% | -46.3% | +31.0% | -23.8% |
| 3Y | -14.7% | -78.3% | +63.5% | -27.6% |
| 5Y | -70.0% | -95.8% | +25.8% | -81.1% |
| All | -78.7% | -99.0% | +20.2% | -87.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling