+2.0%
NEXA price history and return analytics
+167.4%
-165.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.1% |
| 7D | -3.6% | -1.1% | -2.4% | -2.1% |
| 30D | -8.6% | -1.0% | -7.7% | -7.3% |
| 3M | +4.2% | +3.2% | +1.0% | +0.8% |
| 6M | +15.2% | +12.5% | +2.8% | +1.5% |
| YTD | +52.0% | +14.1% | +37.9% | +32.5% |
| 1Y | +176.1% | +18.9% | +157.2% | +129.3% |
| 3Y | +126.2% | +74.1% | +52.1% | +12.3% |
| 5Y | +83.9% | +66.9% | +17.0% | -2.1% |
| All | +2.0% | +167.4% | -165.4% | -72.1% |
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