+349.1%
VT vs JBLU
+1.1%
+348.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.2% | -4.9% | -0.7% |
| 7D | -2.3% | +28.8% | -31.1% | -7.0% |
| 30D | -5.0% | -7.6% | +2.6% | -4.6% |
| 3M | -4.9% | -40.7% | +35.8% | +3.4% |
| 6M | -1.5% | -27.2% | +25.6% | +2.0% |
| YTD | +8.5% | -19.3% | +27.8% | +8.2% |
| 1Y | +11.4% | -13.6% | +25.0% | +9.5% |
| 3Y | +70.1% | -14.7% | +84.7% | +49.1% |
| 5Y | +53.7% | -77.2% | +131.0% | +73.0% |
| 10Y | +220.0% | -78.4% | +298.4% | +226.7% |
| All | +349.1% | +1.1% | +348.0% | +164.2% |
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