+110.7%
NEXA vs VT
+13.3%
+97.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | -0.1% |
| 7D | -4.4% | -1.6% | -2.7% | -0.2% |
| 30D | -6.6% | -2.5% | -4.1% | -0.2% |
| 3M | -11.1% | -1.3% | -9.7% | -7.3% |
| 6M | -25.5% | +3.1% | -28.6% | -28.1% |
| YTD | +30.5% | +10.9% | +19.6% | +13.8% |
| All | +110.7% | +13.3% | +97.5% | +80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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