+82.5%
NUE vs VSXY
+224.6%
-142.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -0.8% |
| 7D | +4.2% | -14.0% | +18.2% | +5.5% |
| 30D | -5.0% | -15.9% | +10.9% | -3.7% |
| 3M | -0.2% | +3.4% | -3.6% | -0.8% |
| 6M | +49.1% | +25.9% | +23.2% | +43.4% |
| YTD | +61.0% | +39.5% | +21.5% | +52.7% |
| 1Y | +82.5% | +194.4% | -111.8% | +52.7% |
| All | +82.5% | +224.6% | -142.0% | +52.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling