-12.2%
NOW vs VSXY
+101.4%
-113.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.4% | -0.6% | -2.8% |
| 7D | -8.7% | +10.2% | -18.9% | -9.7% |
| 30D | -29.3% | +33.6% | -62.9% | -31.6% |
| 3M | -21.8% | +10.8% | -32.6% | -23.1% |
| 6M | +9.2% | +130.5% | -121.3% | -3.6% |
| YTD | -35.0% | +104.4% | -139.4% | -42.3% |
| 1Y | -42.5% | +216.5% | -259.0% | -52.6% |
| 3Y | -21.5% | +465.9% | -487.5% | -46.4% |
| 5Y | -25.8% | +123.1% | -148.9% | -38.4% |
| All | -12.2% | +101.4% | -113.5% | -27.1% |
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 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