+154.6%
JPM vs VSXY
+15.5%
+139.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | 0.0% |
| 7D | -2.3% | -0.3% | -2.0% | -2.3% |
| 30D | -2.3% | -22.1% | +19.7% | +0.3% |
| 3M | +14.9% | -1.1% | +16.0% | +14.3% |
| 6M | +23.6% | +53.8% | -30.2% | +14.4% |
| YTD | +11.3% | +35.5% | -24.2% | +4.3% |
| 1Y | +19.9% | +186.0% | -166.1% | +0.8% |
| 3Y | +162.6% | +343.2% | -180.6% | +92.0% |
| 5Y | +154.6% | +19.0% | +135.6% | +127.8% |
| All | +154.6% | +15.5% | +139.1% | +127.8% |
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