+16.8%
NXPI vs VSXY
+15.5%
+1.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.1% | +4.5% | +2.0% |
| 7D | +0.7% | -0.3% | +1.0% | +0.7% |
| 30D | -4.2% | -22.1% | +17.9% | +0.5% |
| 3M | -20.4% | -1.1% | -19.3% | -21.1% |
| 6M | +12.5% | +53.8% | -41.3% | -1.4% |
| YTD | +5.2% | +35.5% | -30.3% | -6.0% |
| 1Y | +5.1% | +186.0% | -180.9% | -22.3% |
| 3Y | +17.7% | +343.2% | -325.5% | -31.5% |
| 5Y | +16.8% | +19.0% | -2.2% | -0.3% |
| All | +16.8% | +15.5% | +1.3% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 5y: compounded portfolio wealth divided by compounded VSXY 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…
5y analysis · Full analysis span regression · 6 months rolling