-57.2%
JD vs VSXY
+37.4%
-94.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +1.5% |
| 7D | -1.7% | -14.0% | +12.3% | +0.3% |
| 30D | -13.2% | -15.9% | +2.8% | -11.2% |
| 3M | -3.2% | +3.4% | -6.6% | -4.0% |
| 6M | +15.2% | +25.9% | -10.7% | +9.0% |
| YTD | +2.0% | +39.5% | -37.5% | -5.6% |
| 1Y | -5.4% | +194.4% | -199.7% | -23.1% |
| 3Y | -9.1% | +281.4% | -290.5% | -34.6% |
| 5Y | -59.6% | +12.8% | -72.4% | -65.1% |
| All | -57.2% | +37.4% | -94.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling