-98.4%
NEXM vs VT
+215.5%
-313.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.2% | +5.6% | +5.7% |
| 7D | -3.8% | -2.3% | -1.5% | -2.0% |
| 30D | -24.6% | -5.0% | -19.7% | -21.6% |
| 3M | -43.0% | -4.9% | -38.2% | -40.8% |
| 6M | -51.7% | -1.5% | -50.2% | -50.8% |
| YTD | -67.5% | +8.5% | -76.0% | -68.9% |
| 1Y | -66.5% | +11.4% | -77.9% | -68.4% |
| 3Y | -94.1% | +70.1% | -164.1% | -95.6% |
| 5Y | -96.2% | +53.7% | -149.9% | -97.1% |
| All | -98.4% | +215.5% | -313.9% | -98.7% |
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