-9.1%
NVTS vs VSXY
+45.7%
-54.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.1% | +1.2% | +3.1% |
| 7D | -1.4% | +0.1% | -1.6% | -1.4% |
| 30D | -16.5% | -18.7% | +2.2% | -10.3% |
| 3M | -47.6% | -4.0% | -43.7% | -47.6% |
| 6M | +7.3% | +67.5% | -60.2% | -18.1% |
| YTD | +62.9% | +39.7% | +23.2% | +31.3% |
| 1Y | +91.3% | +180.0% | -88.7% | +11.6% |
| 3Y | +43.4% | +337.3% | -293.9% | -40.2% |
| All | -9.1% | +45.7% | -54.8% | -31.4% |
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