+916.4%
VRT vs JBLU
-71.4%
+987.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.8% | -5.7% |
| 7D | -7.7% | -4.8% | -2.9% | -6.5% |
| 30D | -12.0% | -24.4% | +12.5% | -5.8% |
| 3M | -11.7% | -4.8% | -6.9% | -11.5% |
| 6M | -8.1% | -0.5% | -7.6% | -10.2% |
| YTD | +53.2% | -3.5% | +56.7% | +48.2% |
| 1Y | +81.7% | -13.6% | +95.2% | +79.5% |
| 3Y | +535.3% | -15.3% | +550.5% | +410.6% |
| 5Y | +916.4% | -70.1% | +986.5% | +1,239.8% |
| All | +916.4% | -71.4% | +987.8% | +1,239.8% |
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