-30.2%
NVD vs VSXY
+210.1%
-240.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +8.4% | -1.9% | +6.7% |
| 7D | +15.0% | +14.2% | +0.8% | +15.4% |
| 30D | +39.3% | +21.9% | +17.4% | +40.2% |
| 3M | +3.1% | +22.1% | -19.0% | +4.1% |
| 6M | -19.0% | +116.7% | -135.7% | -16.5% |
| YTD | -35.5% | +101.1% | -136.7% | -32.3% |
| 1Y | -30.2% | +208.0% | -238.2% | -22.8% |
| All | -30.2% | +210.1% | -240.3% | -22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling