+445.7%
NVT vs VSXY
+33.4%
+412.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -1.7% |
| 7D | +2.0% | -0.3% | +2.4% | +2.1% |
| 30D | -7.2% | -22.1% | +14.9% | -3.9% |
| 3M | -0.9% | -1.1% | +0.2% | -1.5% |
| 6M | +42.6% | +53.8% | -11.2% | +29.2% |
| YTD | +52.9% | +35.5% | +17.4% | +40.7% |
| 1Y | +64.5% | +186.0% | -121.5% | +32.1% |
| 3Y | +178.0% | +343.2% | -165.2% | +93.5% |
| 5Y | +402.8% | +19.0% | +383.8% | +325.6% |
| All | +445.7% | +33.4% | +412.2% | +339.3% |
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