+715.9%
VTV vs JBLU
-71.0%
+786.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -1.1% | -5.0% | +3.9% | -0.2% |
| 30D | -1.0% | -23.9% | +22.9% | +3.7% |
| 3M | +4.6% | -11.6% | +16.3% | +6.0% |
| 6M | +13.5% | -0.2% | +13.7% | +11.0% |
| YTD | +18.5% | -3.3% | +21.8% | +15.5% |
| 1Y | +22.9% | -15.4% | +38.3% | +22.1% |
| 3Y | +67.8% | -14.7% | +82.6% | +49.9% |
| 5Y | +81.8% | -70.0% | +151.9% | +93.4% |
| 10Y | +233.0% | -72.9% | +305.9% | +229.4% |
| All | +715.9% | -71.0% | +786.9% | +470.5% |
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 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