+1,747.1%
NXPI vs VMC
+628.6%
+1,118.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.3% | +0.8% |
| 7D | +1.9% | -4.3% | +6.2% | +4.4% |
| 30D | -1.4% | -8.2% | +6.8% | +3.3% |
| 3M | -29.1% | -7.0% | -22.0% | -26.8% |
| 6M | +6.2% | -10.8% | +17.0% | +12.2% |
| YTD | +5.9% | -7.4% | +13.3% | +8.7% |
| 1Y | +2.9% | -9.5% | +12.4% | +6.6% |
| 3Y | +14.5% | +20.5% | -6.0% | -0.5% |
| 5Y | +17.1% | +51.6% | -34.5% | -10.9% |
| 10Y | +193.4% | +150.0% | +43.3% | +55.4% |
| All | +1,747.1% | +628.6% | +1,118.5% | +417.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling