+210.0%
NXPI vs VIG
+247.5%
-37.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +2.1% |
| 7D | +0.7% | -2.2% | +2.9% | +4.1% |
| 30D | -4.2% | -3.2% | -1.0% | +0.6% |
| 3M | -20.4% | +3.0% | -23.5% | -23.9% |
| 6M | +12.5% | +8.1% | +4.4% | +0.6% |
| YTD | +5.2% | +9.1% | -3.8% | -6.9% |
| 1Y | +5.1% | +12.6% | -7.5% | -11.0% |
| 3Y | +17.7% | +55.4% | -37.7% | -35.3% |
| 5Y | +16.8% | +62.8% | -46.0% | -37.6% |
| All | +210.0% | +247.5% | -37.5% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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