+1,988.1%
NXPI vs VFC
+69.7%
+1,918.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.6% | +0.7% | +2.2% |
| 7D | -0.3% | +7.7% | -8.0% | -3.3% |
| 30D | +12.7% | +39.2% | -26.5% | -1.9% |
| 3M | +7.5% | +40.3% | -32.8% | -7.0% |
| 6M | -12.3% | +11.4% | -23.7% | -17.7% |
| YTD | +19.7% | +17.5% | +2.2% | +8.1% |
| 1Y | +27.6% | +45.9% | -18.3% | +4.4% |
| 3Y | +50.0% | +47.3% | +2.6% | +2.3% |
| 5Y | +27.2% | -67.2% | +94.4% | +84.7% |
| 10Y | +200.5% | -46.1% | +246.6% | +188.8% |
| All | +1,988.1% | +69.7% | +1,918.5% | +700.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling