+16.1%
JPM vs VSXY
+210.1%
-194.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.4% | -4.2% | +3.8% |
| 7D | +3.8% | +14.2% | -10.4% | +3.1% |
| 30D | +6.5% | +21.9% | -15.4% | +5.4% |
| 3M | -1.0% | +22.1% | -23.1% | -2.1% |
| 6M | +15.5% | +116.7% | -101.1% | +7.7% |
| YTD | +11.4% | +101.1% | -89.7% | +5.5% |
| 1Y | +16.1% | +208.0% | -192.0% | +7.4% |
| All | +16.1% | +210.1% | -194.1% | +7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling