+196.2%
NUE vs VSXY
+33.4%
+162.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.1% | -0.5% |
| 7D | -2.7% | -0.3% | -2.3% | -2.7% |
| 30D | -6.1% | -22.1% | +16.0% | -2.6% |
| 3M | +2.2% | -1.1% | +3.4% | +1.7% |
| 6M | +50.8% | +53.8% | -3.1% | +36.6% |
| YTD | +57.5% | +35.5% | +22.1% | +44.7% |
| 1Y | +82.5% | +186.0% | -103.5% | +45.0% |
| 3Y | +61.7% | +343.2% | -281.5% | +6.5% |
| 5Y | +145.1% | +19.0% | +126.1% | +110.5% |
| All | +196.2% | +33.4% | +162.8% | +140.3% |
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 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