-58.3%
JD vs VSXY
+90.2%
-148.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.8% | +3.5% | -0.7% |
| 7D | -4.0% | -1.6% | -2.4% | -3.9% |
| 30D | +2.7% | +17.8% | -15.1% | +0.2% |
| 3M | -13.0% | +12.5% | -25.5% | -14.9% |
| 6M | -12.7% | +124.7% | -137.4% | -23.8% |
| YTD | -0.8% | +93.2% | -94.0% | -12.5% |
| 1Y | -8.9% | +195.6% | -204.5% | -25.5% |
| 3Y | +17.0% | +434.6% | -417.6% | -19.4% |
| 5Y | -63.5% | +103.3% | -166.8% | -70.4% |
| All | -58.3% | +90.2% | -148.6% | -67.1% |
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