-39.3%
VG vs JBLU
-41.4%
+2.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | +1.7% | -3.5% | +5.2% | +1.6% |
| 30D | +16.0% | -27.2% | +43.2% | +15.2% |
| 3M | +9.7% | -4.3% | +14.1% | +8.5% |
| 6M | +29.6% | -8.3% | +37.9% | +26.8% |
| YTD | +112.0% | +1.8% | +110.3% | +99.7% |
| 1Y | +12.8% | -9.0% | +21.8% | +8.7% |
| All | -39.3% | -41.4% | +2.1% | -40.5% |
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