+1,058.9%
VST vs JBLU
-77.5%
+1,136.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.6% | -2.3% |
| 7D | -6.0% | +25.8% | -31.8% | -10.0% |
| 30D | -18.8% | +4.2% | -22.9% | -20.1% |
| 3M | -8.0% | -29.1% | +21.0% | -3.3% |
| 6M | -10.9% | -21.7% | +10.8% | -8.9% |
| YTD | -18.3% | -12.1% | -6.2% | -19.9% |
| 1Y | -29.9% | -9.3% | -20.6% | -31.9% |
| 3Y | +290.3% | +3.4% | +286.9% | +232.2% |
| 5Y | +635.3% | -74.2% | +709.5% | +713.3% |
| 10Y | +1,162.4% | -79.2% | +1,241.5% | +1,179.7% |
| All | +1,058.9% | -77.5% | +1,136.4% | +1,048.4% |
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