+2,191.2%
VALE vs JBLU
-60.6%
+2,251.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.1% |
| 7D | -1.8% | -5.6% | +3.8% | -0.6% |
| 30D | +6.7% | -22.3% | +29.0% | +12.5% |
| 3M | +4.9% | -11.0% | +15.9% | +6.2% |
| 6M | +3.6% | -3.1% | +6.7% | +1.5% |
| YTD | +21.9% | -3.7% | +25.6% | +18.3% |
| 1Y | +61.6% | -14.8% | +76.3% | +60.0% |
| 3Y | +52.1% | -15.4% | +67.6% | +32.7% |
| 5Y | +43.2% | -71.4% | +114.5% | +55.5% |
| 10Y | +521.5% | -73.0% | +594.5% | +520.6% |
| All | +2,191.2% | -60.6% | +2,251.8% | +1,496.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling