+420.3%
NVT vs VSXY
+22.6%
+397.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.1% | +1.6% | +4.2% |
| 7D | +4.1% | +0.1% | +4.0% | +4.1% |
| 30D | -5.1% | -18.7% | +13.5% | -2.3% |
| 3M | -1.2% | -4.0% | +2.8% | -1.3% |
| 6M | +46.6% | +67.5% | -20.9% | +30.8% |
| YTD | +60.0% | +39.7% | +20.3% | +46.3% |
| 1Y | +70.8% | +180.0% | -109.2% | +37.0% |
| 3Y | +187.5% | +337.3% | -149.7% | +98.3% |
| All | +420.3% | +22.6% | +397.7% | +343.1% |
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