+40.9%
VALE vs JBLU
-70.3%
+111.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.4% |
| 7D | -0.3% | -5.0% | +4.7% | +0.3% |
| 30D | +8.6% | -23.9% | +32.5% | +12.0% |
| 3M | +2.0% | -11.6% | +13.6% | +2.8% |
| 6M | +2.1% | -0.2% | +2.3% | +0.7% |
| YTD | +20.2% | -3.3% | +23.5% | +18.3% |
| 1Y | +55.2% | -15.4% | +70.5% | +54.5% |
| 3Y | +45.9% | -14.7% | +60.6% | +36.1% |
| All | +40.9% | -70.3% | +111.2% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU 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 5y: compounded portfolio wealth divided by compounded JBLU 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…
5y analysis · Full analysis span regression · 6 months rolling