+138.3%
NEXN vs VT
+69.7%
+68.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.7% | -1.7% |
| 7D | +0.6% | -2.3% | +2.9% | +3.1% |
| 30D | -1.2% | -5.0% | +3.7% | +4.2% |
| 3M | -19.3% | -4.9% | -14.4% | -15.0% |
| 6M | +15.9% | -1.5% | +17.4% | +16.6% |
| YTD | +35.2% | +8.5% | +26.7% | +19.6% |
| 1Y | +13.8% | +11.4% | +2.4% | -2.6% |
| 3Y | +138.3% | +70.1% | +68.2% | +45.4% |
| All | +138.3% | +69.7% | +68.5% | +45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling