+215.0%
NXPI vs VFC
-50.3%
+265.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.1% | +0.3% |
| 7D | +9.4% | -1.4% | +10.8% | +9.9% |
| 30D | +18.1% | +24.6% | -6.5% | +8.9% |
| 3M | +15.0% | +38.4% | -23.4% | +1.7% |
| 6M | -8.4% | +15.3% | -23.7% | -14.4% |
| YTD | +24.8% | +12.7% | +12.0% | +15.9% |
| 1Y | +33.3% | +32.7% | +0.6% | +15.9% |
| 3Y | +51.0% | +43.7% | +7.3% | +9.7% |
| 5Y | +34.5% | -69.2% | +103.7% | +97.9% |
| All | +215.0% | -50.3% | +265.3% | +322.4% |
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