+377.4%
VT vs JBLU
+27.5%
+349.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | -0.1% |
| 7D | +0.4% | -3.5% | +4.0% | +1.1% |
| 30D | +1.0% | -27.2% | +28.2% | +6.8% |
| 3M | +2.4% | -4.3% | +6.7% | +2.2% |
| 6M | +12.0% | -8.3% | +20.3% | +11.4% |
| YTD | +15.3% | +1.8% | +13.6% | +11.5% |
| 1Y | +22.6% | -9.0% | +31.6% | +20.3% |
| 3Y | +74.7% | -21.9% | +96.6% | +58.3% |
| 5Y | +66.1% | -69.0% | +135.2% | +77.5% |
| 10Y | +225.0% | -70.8% | +295.8% | +215.6% |
| All | +377.4% | +27.5% | +349.9% | +172.2% |
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