+94.0%
NVS vs VSXY
+22.6%
+71.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -0.3% |
| 7D | -14.3% | +0.1% | -14.4% | -14.3% |
| 30D | -10.0% | -18.7% | +8.7% | -9.6% |
| 3M | -10.9% | -4.0% | -6.9% | -10.9% |
| 6M | -12.0% | +67.5% | -79.4% | -13.5% |
| YTD | +2.5% | +39.7% | -37.1% | +1.1% |
| 1Y | +10.7% | +180.0% | -169.3% | +6.9% |
| 3Y | +53.3% | +337.3% | -284.0% | +42.8% |
| All | +94.0% | +22.6% | +71.3% | +90.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling