+360.8%
VT vs JBLU
+8.5%
+352.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.4% | -4.8% | +1.3% |
| 7D | +0.4% | +24.3% | -23.9% | -3.7% |
| 30D | -2.6% | +2.6% | -5.2% | -4.1% |
| 3M | -3.2% | -35.1% | +31.9% | +3.4% |
| 6M | +0.9% | -22.9% | +23.8% | +3.5% |
| YTD | +11.3% | -13.4% | +24.7% | +9.6% |
| 1Y | +14.0% | -10.9% | +24.9% | +11.4% |
| 3Y | +75.8% | -1.0% | +76.8% | +49.7% |
| 5Y | +57.8% | -75.2% | +133.1% | +74.8% |
| 10Y | +219.8% | -78.7% | +298.5% | +228.7% |
| All | +360.8% | +8.5% | +352.2% | +167.6% |
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