+24.5%
NOW vs VSXY
+37.4%
-12.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.6% | -5.6% | -3.3% |
| 7D | -2.4% | -14.0% | +11.6% | -0.9% |
| 30D | +20.5% | -15.9% | +36.4% | +22.6% |
| 3M | +18.3% | +3.4% | +15.0% | +17.4% |
| 6M | +24.1% | +25.9% | -1.8% | +17.7% |
| YTD | -7.8% | +39.5% | -47.3% | -14.3% |
| 1Y | -21.4% | +194.4% | -215.7% | -35.9% |
| 3Y | +19.5% | +281.4% | -261.9% | -15.1% |
| 5Y | +4.1% | +12.8% | -8.7% | -9.7% |
| All | +24.5% | +37.4% | -12.8% | +8.2% |
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