+42.0%
NSC vs VSXY
+99.7%
-57.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | -3.5% | +0.8% | -4.4% | -3.6% |
| 30D | +3.9% | +24.0% | -20.1% | +1.8% |
| 3M | -0.8% | +16.7% | -17.5% | -2.5% |
| 6M | +7.1% | +138.6% | -131.5% | -3.3% |
| YTD | +16.4% | +102.8% | -86.4% | +6.2% |
| 1Y | +16.9% | +214.2% | -197.2% | +1.1% |
| 3Y | +78.4% | +461.4% | -383.0% | +36.5% |
| 5Y | +33.1% | +118.3% | -85.2% | +11.1% |
| All | +42.0% | +99.7% | -57.7% | +18.8% |
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