+15.2%
NXPI vs VIVK
-100.0%
+115.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.3% | +6.1% | -0.2% |
| 7D | -2.3% | -7.9% | +5.6% | -2.3% |
| 30D | -4.3% | -42.0% | +37.6% | -4.3% |
| 3M | -24.7% | -92.5% | +67.8% | -24.4% |
| 6M | +9.7% | -98.0% | +107.7% | +10.1% |
| YTD | +3.8% | -97.9% | +101.7% | +3.6% |
| 1Y | +1.6% | -100.0% | +101.6% | +3.2% |
| 3Y | +16.0% | -100.0% | +116.0% | +16.9% |
| All | +15.2% | -100.0% | +115.2% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 5y: compounded portfolio wealth divided by compounded VIVK 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…
5y analysis · Full analysis span regression · 6 months rolling