+6.3%
NSC vs VSXY
+126.7%
-120.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.1% | +0.7% |
| 7D | -3.4% | +10.2% | -13.6% | -3.4% |
| 30D | +3.6% | +33.6% | -30.0% | +3.7% |
| 3M | -1.4% | +10.8% | -12.2% | -1.5% |
| All | +6.3% | +126.7% | -120.5% | +5.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling