+609.6%
VLO vs JBLU
-71.4%
+681.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | +4.0% | -4.8% | +8.7% | +4.4% |
| 30D | +19.0% | -24.4% | +43.4% | +21.6% |
| 3M | +50.0% | -4.8% | +54.7% | +49.3% |
| 6M | +79.1% | -0.5% | +79.6% | +74.6% |
| YTD | +140.3% | -3.5% | +143.8% | +133.8% |
| 1Y | +148.3% | -13.6% | +161.9% | +144.4% |
| 3Y | +194.6% | -15.3% | +209.9% | +171.9% |
| 5Y | +609.6% | -70.1% | +679.7% | +654.7% |
| All | +609.6% | -71.4% | +681.0% | +654.7% |
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