-50.4%
NEXN vs VT
+68.9%
-119.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.6% |
| 7D | +1.7% | -0.1% | +1.9% | +1.8% |
| 30D | -0.9% | -3.1% | +2.2% | +3.2% |
| 3M | -17.5% | -3.5% | -14.0% | -13.7% |
| 6M | +15.3% | +0.5% | +14.9% | +13.1% |
| YTD | +35.6% | +10.8% | +24.8% | +14.4% |
| 1Y | +16.1% | +11.9% | +4.2% | -3.3% |
| 3Y | +146.4% | +73.0% | +73.4% | +7.1% |
| 5Y | -57.4% | +58.6% | -116.0% | -78.1% |
| All | -50.4% | +68.9% | -119.3% | -77.7% |
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