-52.9%
NVO vs VSXY
+352.7%
-405.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.1% | -5.2% | -2.2% |
| 7D | -7.6% | +0.1% | -7.7% | -7.6% |
| 30D | -6.0% | -18.7% | +12.7% | -5.5% |
| 3M | -0.8% | -4.0% | +3.2% | -0.7% |
| 6M | +16.5% | +67.5% | -51.0% | +13.7% |
| YTD | -11.1% | +39.7% | -50.8% | -12.7% |
| 1Y | -16.7% | +180.0% | -196.7% | -20.6% |
| 3Y | -52.9% | +337.3% | -390.2% | -54.2% |
| All | -52.9% | +352.7% | -405.6% | -54.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling