+23.3%
NXPI vs VSXY
+42.7%
-19.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.9% | -5.6% | -2.5% |
| 7D | +0.7% | -6.8% | +7.4% | +1.9% |
| 30D | -6.6% | -20.4% | +13.8% | -2.7% |
| 3M | -25.4% | +2.9% | -28.3% | -26.5% |
| 6M | +11.9% | +67.9% | -56.0% | -2.9% |
| YTD | +4.0% | +44.9% | -40.8% | -7.6% |
| 1Y | +1.0% | +205.9% | -204.9% | -24.9% |
| 3Y | +16.3% | +373.9% | -357.5% | -29.9% |
| 5Y | +17.7% | +23.5% | -5.8% | -6.3% |
| All | +23.3% | +42.7% | -19.3% | -4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling