+152.3%
NXPI vs VST
+1,175.7%
-1,023.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.3% | +0.3% |
| 7D | +1.9% | +8.9% | -7.0% | -0.5% |
| 30D | -1.4% | +6.2% | -7.6% | -3.1% |
| 3M | -29.1% | -2.7% | -26.3% | -28.7% |
| 6M | +6.2% | -8.4% | +14.6% | +7.6% |
| YTD | +5.9% | -7.2% | +13.1% | +6.2% |
| 1Y | +2.9% | -20.9% | +23.8% | +6.7% |
| 3Y | +14.5% | +384.0% | -369.5% | -40.1% |
| 5Y | +17.1% | +757.1% | -740.0% | -50.3% |
| All | +152.3% | +1,175.7% | -1,023.4% | -5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling