+321.7%
VWO vs JBLU
-62.8%
+384.5%
-67.7%
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% | +0.6% |
| 7D | -1.8% | -5.0% | +3.2% | -0.8% |
| 30D | -0.1% | -23.9% | +23.8% | +5.0% |
| 3M | +2.2% | -11.6% | +13.9% | +3.7% |
| 6M | +8.8% | -0.2% | +9.0% | +6.5% |
| YTD | +12.4% | -3.3% | +15.7% | +9.7% |
| 1Y | +15.6% | -15.4% | +31.0% | +15.0% |
| 3Y | +62.5% | -14.7% | +77.3% | +44.0% |
| 5Y | +34.3% | -70.0% | +104.3% | +43.7% |
| 10Y | +114.8% | -72.9% | +187.7% | +109.4% |
| All | +321.7% | -62.8% | +384.5% | +170.6% |
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