-97.1%
NEXM vs VT
+465.9%
-563.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.5% |
| 7D | -3.3% | +0.4% | -3.8% | -3.9% |
| 30D | +1.7% | +1.0% | +0.8% | +0.6% |
| 3M | -17.4% | +2.4% | -19.8% | -19.9% |
| 6M | -35.1% | +12.0% | -47.1% | -43.6% |
| YTD | -40.4% | +15.3% | -55.7% | -50.1% |
| 1Y | -56.5% | +22.6% | -79.1% | -66.3% |
| 3Y | -86.6% | +74.7% | -161.3% | -93.4% |
| 5Y | -88.1% | +66.1% | -154.3% | -94.0% |
| 10Y | -96.4% | +225.0% | -321.4% | -99.5% |
| All | -97.1% | +465.9% | -563.0% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling