-49.9%
NEXN vs VT
+65.0%
-114.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.4% | +3.8% |
| 7D | +1.1% | -4.2% | +5.3% | +6.9% |
| 30D | +2.9% | -5.8% | +8.7% | +11.2% |
| 3M | -14.3% | -5.2% | -9.1% | -8.2% |
| 6M | +18.3% | +0.1% | +18.2% | +16.3% |
| YTD | +37.2% | +8.2% | +28.9% | +19.3% |
| 1Y | +12.1% | +10.1% | +2.0% | -4.7% |
| 3Y | +143.8% | +69.7% | +74.1% | +8.6% |
| 5Y | -49.7% | +53.4% | -103.1% | -72.9% |
| All | -49.9% | +65.0% | -114.9% | -76.7% |
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 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