+116.9%
NEXA vs VT
+10.5%
+106.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.2% |
| 7D | +2.9% | -2.3% | +5.2% | +8.5% |
| 30D | -9.5% | -5.0% | -4.6% | +2.6% |
| 3M | -20.3% | -4.9% | -15.4% | -9.4% |
| 6M | -31.1% | -1.5% | -29.6% | -26.4% |
| YTD | +30.1% | +8.5% | +21.7% | +19.5% |
| 1Y | +116.9% | +11.4% | +105.5% | +95.0% |
| All | +116.9% | +10.5% | +106.4% | +95.0% |
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