+214.4%
NXPI vs VST
+1,169.0%
-954.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.7% | +1.3% | +2.6% |
| 7D | +1.7% | +10.9% | -9.2% | -1.2% |
| 30D | +19.7% | -15.6% | +35.3% | +24.5% |
| 3M | +14.5% | -7.8% | +22.3% | +15.8% |
| 6M | -11.2% | -12.0% | +0.7% | -9.2% |
| YTD | +25.8% | -16.9% | +42.7% | +28.7% |
| 1Y | +35.2% | -25.1% | +60.3% | +41.8% |
| 3Y | +52.3% | +297.1% | -244.8% | -16.6% |
| 5Y | +34.8% | +641.9% | -607.1% | -41.2% |
| 10Y | +214.4% | +1,142.3% | -927.9% | +20.5% |
| All | +214.4% | +1,169.0% | -954.6% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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