-6.3%
NVTS vs VSXY
+51.1%
-57.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.9% | -2.2% | +0.2% |
| 7D | +9.7% | -6.8% | +16.5% | +12.2% |
| 30D | -13.6% | -20.4% | +6.8% | -6.6% |
| 3M | -51.0% | +2.9% | -53.9% | -52.2% |
| 6M | +46.3% | +67.9% | -21.6% | +11.1% |
| YTD | +68.1% | +44.9% | +23.2% | +33.5% |
| 1Y | +113.9% | +205.9% | -92.0% | +20.3% |
| 3Y | +45.3% | +373.9% | -328.6% | -41.7% |
| All | -6.3% | +51.1% | -57.4% | -30.2% |
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