+177.4%
NXT vs VSXY
+74.4%
+103.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | +0.8% |
| 7D | -1.1% | -14.0% | +12.9% | +0.9% |
| 30D | -15.3% | -15.9% | +0.6% | -13.4% |
| 3M | -43.8% | +3.4% | -47.2% | -44.4% |
| 6M | -18.7% | +25.9% | -44.6% | -23.5% |
| YTD | -3.0% | +39.5% | -42.5% | -10.8% |
| 1Y | +22.7% | +194.4% | -171.6% | -1.3% |
| 3Y | +95.9% | +281.4% | -185.5% | +39.0% |
| All | +177.4% | +74.4% | +103.0% | +159.3% |
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