+37.5%
NVTS vs VSXY
+339.2%
-301.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.1% | -0.8% | -2.9% |
| 7D | +0.5% | -0.3% | +0.8% | +0.6% |
| 30D | -18.0% | -22.1% | +4.0% | -11.4% |
| 3M | -45.6% | -1.1% | -44.5% | -46.1% |
| 6M | +28.5% | +53.8% | -25.4% | +4.1% |
| YTD | +56.2% | +35.5% | +20.7% | +30.8% |
| 1Y | +97.7% | +186.0% | -88.3% | +20.5% |
| All | +37.5% | +339.2% | -301.7% | -31.5% |
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