+147.0%
NEM vs VSXY
+37.7%
+109.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.5% | +4.8% | +1.4% |
| 7D | +3.1% | -10.7% | +13.8% | +3.4% |
| 30D | +10.0% | -24.3% | +34.3% | +11.1% |
| 3M | +30.9% | +1.0% | +29.9% | +30.7% |
| 6M | +10.5% | +57.4% | -46.8% | +8.1% |
| YTD | +29.7% | +39.8% | -10.0% | +27.2% |
| 1Y | +71.1% | +196.5% | -125.4% | +63.9% |
| 3Y | +252.1% | +357.2% | -105.1% | +231.5% |
| 5Y | +157.7% | +18.9% | +138.8% | +139.8% |
| All | +147.0% | +37.7% | +109.4% | +129.8% |
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