-61.6%
JD vs VSXY
+19.3%
-80.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.5% | +1.0% | -2.0% |
| 7D | -3.0% | -10.7% | +7.7% | -1.6% |
| 30D | -19.3% | -24.3% | +4.9% | -16.2% |
| 3M | -6.0% | +1.0% | -7.0% | -6.6% |
| 6M | +1.8% | +57.4% | -55.6% | -7.0% |
| YTD | -2.6% | +39.8% | -42.4% | -10.2% |
| 1Y | -17.4% | +196.5% | -213.9% | -33.7% |
| 3Y | -8.6% | +357.2% | -365.9% | -38.4% |
| 5Y | -61.6% | +18.9% | -80.5% | -64.5% |
| All | -61.6% | +19.3% | -80.9% | -64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling