+167.1%
NXT vs VSXY
+69.4%
+97.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.8% | -0.8% |
| 7D | -2.6% | -0.3% | -2.2% | -2.5% |
| 30D | -22.4% | -22.1% | -0.4% | -19.8% |
| 3M | -27.3% | -1.1% | -26.2% | -27.7% |
| 6M | -28.5% | +53.8% | -82.3% | -34.8% |
| YTD | -6.6% | +35.5% | -42.1% | -13.7% |
| 1Y | +20.4% | +186.0% | -165.7% | -2.8% |
| 3Y | +90.9% | +343.2% | -252.3% | +33.2% |
| All | +167.1% | +69.4% | +97.7% | +150.7% |
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 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