-59.0%
JD vs VSXY
+33.4%
-92.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +0.5% |
| 7D | -2.6% | -0.3% | -2.3% | -2.6% |
| 30D | -15.4% | -22.1% | +6.7% | -12.6% |
| 3M | -5.0% | -1.1% | -3.9% | -5.3% |
| 6M | +0.9% | +53.8% | -52.9% | -7.2% |
| YTD | -2.5% | +35.5% | -38.0% | -9.4% |
| 1Y | -16.0% | +186.0% | -202.0% | -31.5% |
| 3Y | -8.5% | +343.2% | -351.7% | -36.3% |
| 5Y | -61.8% | +19.0% | -80.8% | -67.0% |
| All | -59.0% | +33.4% | -92.5% | -65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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