-99.2%
NVD vs VSXY
+283.4%
-382.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.5% | +5.4% | +1.4% |
| 7D | +0.5% | -10.7% | +11.2% | -1.0% |
| 30D | -9.3% | -24.3% | +15.0% | -12.7% |
| 3M | -22.1% | +1.0% | -23.1% | -21.5% |
| 6M | -45.8% | +57.4% | -103.2% | -40.4% |
| YTD | -46.7% | +39.8% | -86.5% | -42.1% |
| 1Y | -59.5% | +196.5% | -255.9% | -48.3% |
| 3Y | -99.2% | +357.2% | -456.4% | -98.9% |
| All | -99.2% | +283.4% | -382.6% | -98.9% |
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