+208.7%
NXPI vs VT
+217.6%
-8.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.8% |
| 7D | -0.5% | -0.1% | -0.3% | -0.1% |
| 30D | +15.0% | -3.1% | +18.0% | +21.1% |
| 3M | +12.6% | -3.5% | +16.1% | +19.5% |
| 6M | -10.6% | +0.5% | -11.0% | -9.9% |
| YTD | +22.1% | +10.8% | +11.3% | +5.3% |
| 1Y | +29.8% | +11.9% | +17.9% | +10.3% |
| 3Y | +47.8% | +73.0% | -25.2% | -33.0% |
| 5Y | +33.9% | +58.6% | -24.8% | -28.4% |
| 10Y | +208.7% | +219.2% | -10.5% | -11.8% |
| All | +208.7% | +217.6% | -8.9% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling