+2,826.7%
VRT vs JBLU
-74.2%
+2,900.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.4% | +6.0% | +4.3% |
| 7D | +13.6% | +1.1% | +12.5% | +13.2% |
| 30D | +6.8% | -25.5% | +32.3% | +15.1% |
| 3M | -3.2% | -5.0% | +1.8% | -3.1% |
| 6M | +20.3% | +0.7% | +19.7% | +16.9% |
| YTD | +79.6% | -0.7% | +80.3% | +72.1% |
| 1Y | +139.0% | -12.7% | +151.7% | +135.3% |
| 3Y | +644.6% | -12.7% | +657.3% | +515.1% |
| 5Y | +1,024.4% | -69.3% | +1,093.6% | +1,202.7% |
| All | +2,826.7% | -74.2% | +2,900.9% | +2,954.3% |
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