+99.5%
NI vs VSXY
+37.7%
+61.8%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | -0.4% |
| 7D | +1.3% | -10.7% | +12.0% | +1.7% |
| 30D | -0.3% | -24.3% | +24.0% | +0.8% |
| 3M | -9.5% | +1.0% | -10.5% | -9.7% |
| 6M | -10.2% | +57.4% | -67.6% | -12.5% |
| YTD | +1.8% | +39.8% | -38.0% | -0.5% |
| 1Y | +5.7% | +196.5% | -190.8% | -0.2% |
| 3Y | +69.6% | +357.2% | -287.6% | +52.1% |
| 5Y | +95.8% | +18.9% | +76.9% | +84.4% |
| All | +99.5% | +37.7% | +61.8% | +89.1% |
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 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