+155.1%
NEM vs VSXY
+22.6%
+132.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.5% | +0.4% |
| 7D | -1.0% | +0.1% | -1.1% | -1.0% |
| 30D | +7.8% | -18.7% | +26.5% | +8.7% |
| 3M | +30.2% | -4.0% | +34.2% | +30.3% |
| 6M | +9.6% | +67.5% | -57.9% | +6.6% |
| YTD | +27.8% | +39.7% | -11.8% | +25.1% |
| 1Y | +60.7% | +180.0% | -119.3% | +53.4% |
| 3Y | +245.3% | +337.3% | -92.0% | +221.9% |
| All | +155.1% | +22.6% | +132.5% | +131.3% |
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 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