-20.9%
VST vs JBLU
-14.6%
-6.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.5% |
| 7D | +8.9% | -3.5% | +12.4% | +9.2% |
| 30D | +6.2% | -27.2% | +33.4% | +9.1% |
| 3M | -2.7% | -4.3% | +1.6% | -3.2% |
| 6M | -8.4% | -8.3% | 0.0% | -9.5% |
| YTD | -7.2% | +1.8% | -9.0% | -9.7% |
| 1Y | -20.9% | -9.0% | -11.9% | -26.5% |
| All | -20.9% | -14.6% | -6.3% | -26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling