-30.3%
NXT vs VSXY
+132.7%
-163.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | +0.1% | +1.4% |
| 7D | -9.4% | -1.7% | -7.7% | -9.2% |
| 30D | +15.1% | +20.1% | -5.0% | +13.5% |
| 3M | -9.1% | +16.6% | -25.7% | -10.6% |
| 6M | -30.3% | +134.9% | -165.3% | -36.4% |
| All | -30.3% | +132.7% | -163.0% | -36.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling