-62.2%
JD vs VSXY
+119.9%
-182.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | +0.4% | +0.8% | -0.4% | +0.3% |
| 30D | +4.2% | +24.0% | -19.8% | +1.0% |
| 3M | -12.8% | +16.7% | -29.4% | -15.1% |
| 6M | -8.8% | +138.6% | -147.4% | -21.4% |
| YTD | +0.5% | +102.8% | -102.3% | -12.3% |
| 1Y | -8.8% | +214.2% | -222.9% | -26.5% |
| 3Y | +18.6% | +461.4% | -442.8% | -20.5% |
| 5Y | -62.2% | +118.3% | -180.5% | -68.9% |
| All | -62.2% | +119.9% | -182.2% | -68.9% |
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 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