+83.9%
VUG vs JBLU
-15.9%
+99.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.8% | -0.6% |
| 7D | -1.9% | -4.8% | +2.9% | -1.5% |
| 30D | -1.6% | -24.4% | +22.9% | +0.9% |
| 3M | +4.4% | -4.8% | +9.2% | +4.5% |
| 6M | +13.2% | -0.5% | +13.7% | +12.3% |
| YTD | +7.5% | -3.5% | +11.0% | +6.4% |
| 1Y | +12.5% | -13.6% | +26.1% | +12.1% |
| All | +83.9% | -15.9% | +99.8% | +77.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling