+414.3%
VUG vs JBLU
-72.4%
+486.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | -0.5% | -5.0% | +4.5% | +0.3% |
| 30D | -1.0% | -23.9% | +22.9% | +3.0% |
| 3M | +3.5% | -11.6% | +15.2% | +4.8% |
| 6M | +14.2% | -0.2% | +14.4% | +12.4% |
| YTD | +8.5% | -3.3% | +11.8% | +6.4% |
| 1Y | +12.9% | -15.4% | +28.3% | +12.5% |
| 3Y | +85.6% | -14.7% | +100.4% | +68.0% |
| 5Y | +78.1% | -70.0% | +148.2% | +90.0% |
| All | +414.3% | -72.4% | +486.7% | +428.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling