-16.1%
JD vs VSXY
+199.3%
-215.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.5% | +1.0% | -2.2% |
| 7D | -3.0% | -10.7% | +7.7% | -2.3% |
| 30D | -19.3% | -24.3% | +4.9% | -17.9% |
| 3M | -6.0% | +1.0% | -7.0% | -6.0% |
| 6M | +1.8% | +57.4% | -55.6% | -1.5% |
| YTD | -2.6% | +39.8% | -42.4% | -6.6% |
| All | -16.1% | +199.3% | -215.4% | -35.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling