+1,747.1%
NXPI vs VTR
+208.0%
+1,539.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +2.0% |
| 7D | +1.9% | -1.7% | +3.6% | +2.5% |
| 30D | -1.4% | -2.4% | +1.0% | -0.7% |
| 3M | -29.1% | +14.8% | -43.8% | -33.6% |
| 6M | +6.2% | +5.3% | +0.9% | +2.7% |
| YTD | +5.9% | +18.1% | -12.2% | -2.3% |
| 1Y | +2.9% | +36.7% | -33.8% | -10.8% |
| 3Y | +14.5% | +130.1% | -115.6% | -21.0% |
| 5Y | +17.1% | +89.5% | -72.4% | -14.0% |
| 10Y | +193.4% | +87.4% | +106.0% | +81.8% |
| All | +1,747.1% | +208.0% | +1,539.1% | +531.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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