-64.6%
NEXM vs VT
+13.3%
-77.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.7% |
| 7D | -5.0% | -1.6% | -3.4% | -2.3% |
| 30D | -28.0% | -2.5% | -25.5% | -24.7% |
| 3M | -38.8% | -1.3% | -37.5% | -37.4% |
| 6M | -49.8% | +3.1% | -52.9% | -51.9% |
| YTD | -65.7% | +10.9% | -76.7% | -70.6% |
| All | -64.6% | +13.3% | -77.8% | -70.9% |
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