-100.0%
NEXR vs VT
+78.3%
-178.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +75.7% | +0.2% | +75.5% | +75.6% |
| 7D | +71.4% | -2.3% | +73.7% | +74.5% |
| 30D | -58.4% | -5.0% | -53.5% | -56.6% |
| 3M | -83.4% | -4.9% | -78.5% | -82.6% |
| 6M | -97.9% | -1.5% | -96.4% | -97.9% |
| YTD | -99.7% | +8.5% | -108.2% | -99.7% |
| 1Y | -99.9% | +11.4% | -111.3% | -99.9% |
| 3Y | -100.0% | +70.1% | -170.1% | -100.0% |
| All | -100.0% | +78.3% | -178.3% | -100.0% |
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