+211.4%
NXPI vs VMC
+146.8%
+64.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.0% | +1.5% |
| 7D | -2.3% | -5.3% | +3.1% | +0.7% |
| 30D | -4.3% | -12.3% | +7.9% | +2.6% |
| 3M | -24.7% | -10.3% | -14.4% | -20.7% |
| 6M | +9.7% | -8.6% | +18.3% | +14.1% |
| YTD | +3.8% | -11.9% | +15.7% | +9.3% |
| 1Y | +1.6% | -13.9% | +15.5% | +8.1% |
| 3Y | +16.0% | +18.2% | -2.1% | +2.0% |
| 5Y | +16.1% | +47.7% | -31.6% | -10.1% |
| 10Y | +211.4% | +152.5% | +58.9% | +82.5% |
| All | +211.4% | +146.8% | +64.6% | +82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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