+6,753.2%
VLO vs JBLU
-60.6%
+6,813.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.1% | +4.7% | +2.3% |
| 7D | +6.2% | -5.6% | +11.8% | +7.6% |
| 30D | +23.5% | -22.3% | +45.8% | +30.4% |
| 3M | +53.9% | -11.0% | +64.8% | +55.0% |
| 6M | +81.7% | -3.1% | +84.8% | +73.7% |
| YTD | +142.5% | -3.7% | +146.2% | +129.5% |
| 1Y | +145.4% | -14.8% | +160.2% | +137.6% |
| 3Y | +197.3% | -15.4% | +212.8% | +150.6% |
| 5Y | +614.6% | -71.4% | +686.0% | +667.4% |
| 10Y | +938.9% | -73.0% | +1,011.9% | +964.4% |
| All | +6,753.2% | -60.6% | +6,813.8% | +4,252.0% |
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