+38.4%
NXP vs VT
+223.7%
-185.3%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.4% |
| 7D | +1.3% | +0.4% | +0.9% | +1.2% |
| 30D | +3.4% | -2.6% | +6.0% | +4.0% |
| 3M | -4.3% | -3.2% | -1.0% | -3.6% |
| 6M | -3.4% | +0.9% | -4.3% | -3.7% |
| YTD | -0.4% | +11.3% | -11.8% | -3.0% |
| 1Y | -1.4% | +14.0% | -15.4% | -4.5% |
| 3Y | +15.0% | +75.8% | -60.8% | -0.1% |
| 5Y | +0.3% | +57.8% | -57.5% | -11.0% |
| 10Y | +38.4% | +219.8% | -181.4% | -1.2% |
| All | +38.4% | +223.7% | -185.3% | -1.2% |
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