-10.8%
NVTS vs VSXY
+210.1%
-220.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +8.4% | +0.6% | +7.4% |
| 7D | -0.3% | +14.2% | -14.5% | -2.7% |
| 30D | -24.4% | +21.9% | -46.2% | -27.2% |
| 3M | -26.5% | +22.1% | -48.6% | -29.6% |
| 6M | -41.4% | +116.7% | -158.1% | -50.1% |
| YTD | +30.7% | +101.1% | -70.5% | +9.6% |
| 1Y | -10.8% | +208.0% | -218.8% | -29.7% |
| All | -10.8% | +210.1% | -220.9% | -29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling