+97.2%
NI vs VSXY
+22.6%
+74.5%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -0.2% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -1.4% | -18.7% | +17.3% | -0.6% |
| 3M | -10.6% | -4.0% | -6.6% | -10.6% |
| 6M | -9.3% | +67.5% | -76.8% | -12.0% |
| YTD | +1.1% | +39.7% | -38.5% | -1.2% |
| 1Y | +3.4% | +180.0% | -176.6% | -2.5% |
| 3Y | +67.9% | +337.3% | -269.4% | +49.4% |
| All | +97.2% | +22.6% | +74.5% | +81.7% |
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