+45.4%
NU vs VSXY
+36.3%
+9.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +0.7% |
| 7D | -4.2% | -0.3% | -3.9% | -4.2% |
| 30D | +10.0% | -22.1% | +32.1% | +14.6% |
| 3M | +29.3% | -1.1% | +30.4% | +28.6% |
| 6M | +0.9% | +53.8% | -52.9% | -10.9% |
| YTD | -10.3% | +35.5% | -45.8% | -19.4% |
| 1Y | -3.2% | +186.0% | -189.2% | -28.1% |
| 3Y | +120.6% | +343.2% | -222.6% | +23.0% |
| All | +45.4% | +36.3% | +9.1% | +28.7% |
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 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