+120.7%
NXP vs VT
+374.2%
-253.5%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.6% |
| 7D | -1.3% | +0.4% | -1.8% | -1.4% |
| 30D | -1.0% | +1.0% | -2.0% | -1.2% |
| 3M | -0.3% | +2.4% | -2.7% | -0.7% |
| 6M | -1.0% | +12.0% | -13.0% | -2.7% |
| YTD | +2.5% | +15.3% | -12.9% | +0.3% |
| 1Y | +4.6% | +22.6% | -18.0% | +1.5% |
| 3Y | +12.4% | +74.7% | -62.2% | +3.3% |
| 5Y | +1.0% | +66.1% | -65.2% | -7.0% |
| 10Y | +31.3% | +225.0% | -193.7% | +10.0% |
| All | +120.7% | +374.2% | -253.5% | +86.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling