-12.7%
JBLU vs VYM
+21.8%
-34.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.2% | +10.7% | +8.6% |
| 7D | +24.9% | +1.2% | +23.8% | +21.7% |
| 30D | -12.3% | +5.2% | -17.5% | -23.4% |
| 3M | -44.5% | +0.5% | -45.0% | -44.8% |
| 6M | -25.7% | +7.7% | -33.4% | -38.4% |
| YTD | -21.8% | +17.2% | -38.9% | -45.7% |
| 1Y | -12.7% | +21.7% | -34.4% | -44.7% |
| All | -12.7% | +21.8% | -34.5% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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