+105.6%
NEXA vs VT
+69.7%
+35.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.5% |
| 7D | +2.9% | -2.3% | +5.2% | +6.0% |
| 30D | -9.5% | -5.0% | -4.6% | -3.3% |
| 3M | -20.3% | -4.9% | -15.4% | -14.6% |
| 6M | -31.1% | -1.5% | -29.6% | -28.1% |
| YTD | +30.1% | +8.5% | +21.7% | +25.5% |
| 1Y | +116.9% | +11.4% | +105.5% | +105.7% |
| 3Y | +105.6% | +70.1% | +35.5% | +49.0% |
| All | +105.6% | +69.7% | +35.8% | +49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling