+40.4%
NXP vs VT
+224.4%
-184.0%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.4% | -0.5% |
| 7D | -0.9% | -0.7% | -0.2% | -0.8% |
| 30D | +2.4% | -1.7% | +4.2% | +2.8% |
| 3M | -5.3% | -2.3% | -3.0% | -4.9% |
| 6M | -5.0% | +1.5% | -6.5% | -5.4% |
| YTD | -1.8% | +12.0% | -13.9% | -4.5% |
| 1Y | -3.8% | +12.9% | -16.6% | -6.6% |
| 3Y | +11.8% | +74.9% | -63.1% | -2.8% |
| 5Y | -0.6% | +59.9% | -60.5% | -12.1% |
| 10Y | +40.4% | +224.6% | -184.3% | +1.1% |
| All | +40.4% | +224.4% | -184.0% | +1.1% |
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