+162.1%
JPM vs VSXY
+42.7%
+119.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.9% | -5.3% | -1.9% |
| 7D | -0.4% | -6.8% | +6.4% | +0.2% |
| 30D | -1.1% | -20.4% | +19.2% | +1.2% |
| 3M | +14.1% | +2.9% | +11.2% | +13.1% |
| 6M | +23.3% | +67.9% | -44.6% | +13.5% |
| YTD | +11.3% | +44.9% | -33.6% | +3.9% |
| 1Y | +23.0% | +205.9% | -182.9% | +3.7% |
| 3Y | +162.6% | +373.9% | -211.3% | +95.8% |
| 5Y | +152.8% | +23.5% | +129.3% | +118.5% |
| All | +162.1% | +42.7% | +119.4% | +124.6% |
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