+200.8%
NUE vs VSXY
+37.5%
+163.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.1% | -1.5% | +1.1% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | -4.6% | -18.7% | +14.1% | -1.7% |
| 3M | -0.3% | -4.0% | +3.7% | -0.4% |
| 6M | +51.9% | +67.5% | -15.6% | +35.7% |
| YTD | +60.0% | +39.7% | +20.3% | +46.3% |
| 1Y | +82.9% | +180.0% | -97.1% | +46.1% |
| 3Y | +66.0% | +337.3% | -271.3% | +10.1% |
| 5Y | +149.0% | +22.7% | +126.3% | +112.7% |
| All | +200.8% | +37.5% | +163.3% | +142.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling