+43.2%
NXPI vs VST
+264.2%
-221.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +10.6% | -9.0% | -0.7% |
| 7D | -4.4% | -9.8% | +5.4% | -2.6% |
| 30D | +5.6% | -25.1% | +30.7% | +11.8% |
| 3M | +7.6% | -11.6% | +19.2% | +9.6% |
| 6M | -17.6% | -20.9% | +3.4% | -14.1% |
| YTD | +15.9% | -22.3% | +38.2% | +19.9% |
| 1Y | +22.4% | -32.0% | +54.4% | +29.9% |
| 3Y | +43.2% | +262.4% | -219.2% | +15.5% |
| All | +43.2% | +264.2% | -221.0% | +15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling