+2,076.7%
NXPI vs VMC
+678.7%
+1,398.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.6% | 0.0% |
| 7D | +9.4% | -1.7% | +11.0% | +10.4% |
| 30D | +18.1% | +15.3% | +2.8% | +9.1% |
| 3M | +15.0% | +0.3% | +14.7% | +14.7% |
| 6M | -8.4% | +0.9% | -9.3% | -9.8% |
| YTD | +24.8% | -1.0% | +25.8% | +23.3% |
| 1Y | +33.3% | -4.3% | +37.6% | +34.2% |
| 3Y | +51.0% | +35.3% | +15.7% | +23.3% |
| 5Y | +34.5% | +44.4% | -9.9% | +5.3% |
| 10Y | +211.8% | +128.0% | +83.8% | +75.6% |
| All | +2,076.7% | +678.7% | +1,398.0% | +487.1% |
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