-96.4%
NEXM price history and return analytics
+229.8%
-326.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -3.1% |
| 7D | -0.9% | -1.1% | +0.2% | -0.2% |
| 30D | +5.2% | -1.0% | +6.2% | +5.9% |
| 3M | -9.4% | +3.2% | -12.6% | -11.3% |
| 6M | -30.0% | +12.5% | -42.5% | -34.7% |
| YTD | -40.9% | +14.1% | -55.0% | -45.2% |
| 1Y | -61.9% | +18.9% | -80.8% | -65.5% |
| 3Y | -88.1% | +74.1% | -162.2% | -91.1% |
| 5Y | -90.0% | +66.9% | -156.9% | -92.5% |
| All | -96.4% | +229.8% | -326.2% | -93.8% |
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