+1,245.4%
VUG vs JBLU
-70.2%
+1,315.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | 0.0% |
| 7D | +0.9% | +1.1% | -0.3% | +0.6% |
| 30D | -1.4% | -25.5% | +24.1% | +3.4% |
| 3M | +2.3% | -5.0% | +7.4% | +2.4% |
| 6M | +15.7% | +0.7% | +15.0% | +13.5% |
| YTD | +8.6% | -0.7% | +9.3% | +5.8% |
| 1Y | +14.1% | -12.7% | +26.8% | +13.0% |
| 3Y | +87.9% | -12.7% | +100.6% | +68.9% |
| 5Y | +76.3% | -69.3% | +145.6% | +88.0% |
| 10Y | +409.7% | -73.0% | +482.7% | +407.9% |
| All | +1,245.4% | -70.2% | +1,315.6% | +896.0% |
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