-70.3%
JBLU vs VYM
+488.1%
-558.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.4% | -0.8% |
| 7D | -5.0% | -0.8% | -4.2% | -3.8% |
| 30D | -23.9% | -2.2% | -21.6% | -21.1% |
| 3M | -11.6% | +3.1% | -14.7% | -15.2% |
| 6M | -0.2% | +9.7% | -9.9% | -11.9% |
| YTD | -3.3% | +14.9% | -18.2% | -19.7% |
| 1Y | -15.4% | +17.6% | -33.0% | -31.8% |
| 3Y | -14.7% | +65.3% | -80.0% | -55.8% |
| 5Y | -70.0% | +78.7% | -148.7% | -85.6% |
| 10Y | -72.9% | +208.2% | -281.1% | -93.8% |
| All | -70.3% | +488.1% | -558.4% | -97.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling