+171.9%
NXPI vs VST
+866.2%
-694.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -6.2% | -1.6% | -6.1% |
| 7D | -8.1% | -19.9% | +11.8% | -2.7% |
| 30D | 0.0% | -29.7% | +29.7% | +9.4% |
| 3M | +6.2% | -19.6% | +25.8% | +11.7% |
| 6M | -15.7% | -29.4% | +13.7% | -8.4% |
| YTD | +14.1% | -29.7% | +43.8% | +22.4% |
| 1Y | +18.2% | -40.0% | +58.3% | +31.9% |
| 3Y | +42.0% | +231.0% | -189.0% | -17.6% |
| 5Y | +19.5% | +500.1% | -480.6% | -44.1% |
| 10Y | +182.3% | +1,004.2% | -821.9% | +12.4% |
| All | +171.9% | +866.2% | -694.3% | +9.0% |
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