-98.5%
NEXM vs VT
+217.6%
-316.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.5% | -5.4% | -5.5% |
| 7D | -9.4% | -0.1% | -9.3% | -9.1% |
| 30D | -28.6% | -3.1% | -25.5% | -26.7% |
| 3M | -47.7% | -3.5% | -44.2% | -46.1% |
| 6M | -63.0% | +0.5% | -63.5% | -62.9% |
| YTD | -69.0% | +10.8% | -79.7% | -70.7% |
| 1Y | -68.5% | +11.9% | -80.4% | -70.5% |
| 3Y | -94.8% | +73.0% | -167.7% | -96.2% |
| 5Y | -96.2% | +58.6% | -154.8% | -97.1% |
| 10Y | -98.5% | +219.2% | -317.6% | -98.8% |
| All | -98.5% | +217.6% | -316.1% | -98.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling