+113.6%
NOK vs VSXY
+37.5%
+76.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.1% | +1.7% | +4.4% |
| 7D | +11.0% | +0.1% | +10.8% | +11.0% |
| 30D | +7.8% | -18.7% | +26.5% | +10.2% |
| 3M | -21.0% | -4.0% | -17.0% | -21.1% |
| 6M | +40.9% | +67.5% | -26.6% | +29.7% |
| YTD | +72.0% | +39.7% | +32.4% | +60.9% |
| 1Y | +140.9% | +180.0% | -39.1% | +104.4% |
| 3Y | +194.3% | +337.3% | -143.0% | +116.6% |
| 5Y | +112.5% | +22.7% | +89.9% | +85.0% |
| All | +113.6% | +37.5% | +76.1% | +79.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling