+211.4%
NXPI vs VFC
-69.4%
+280.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.6% |
| 7D | -2.3% | -2.3% | +0.1% | -1.4% |
| 30D | -4.3% | -13.4% | +9.0% | +0.7% |
| 3M | -24.7% | -23.7% | -1.0% | -17.7% |
| 6M | +9.7% | -24.5% | +34.2% | +19.1% |
| YTD | +3.8% | -27.8% | +31.6% | +13.7% |
| 1Y | +1.6% | -13.5% | +15.1% | +2.7% |
| 3Y | +16.0% | -27.1% | +43.1% | +7.5% |
| 5Y | +16.1% | -79.0% | +95.1% | +93.9% |
| 10Y | +211.4% | -68.7% | +280.1% | +407.1% |
| All | +211.4% | -69.4% | +280.8% | +407.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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