+81.2%
JNJ vs VSXY
+37.5%
+43.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -0.3% |
| 7D | -3.5% | +0.1% | -3.6% | -3.5% |
| 30D | +2.3% | -18.7% | +21.0% | +2.4% |
| 3M | +12.0% | -4.0% | +16.0% | +12.0% |
| 6M | +10.5% | +67.5% | -57.0% | +9.8% |
| YTD | +30.4% | +39.7% | -9.3% | +29.8% |
| 1Y | +52.1% | +180.0% | -127.8% | +50.1% |
| 3Y | +77.8% | +337.3% | -259.5% | +72.7% |
| 5Y | +82.9% | +22.7% | +60.2% | +81.9% |
| All | +81.2% | +37.5% | +43.7% | +78.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling