+1,747.1%
NXPI vs VUG
+1,077.1%
+670.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.9% |
| 7D | +1.9% | -0.1% | +2.0% | +2.0% |
| 30D | -1.4% | -0.3% | -1.1% | -1.1% |
| 3M | -29.1% | -0.7% | -28.4% | -28.2% |
| 6M | +6.2% | +14.6% | -8.4% | -11.8% |
| YTD | +5.9% | +9.0% | -3.2% | -6.0% |
| 1Y | +2.9% | +14.9% | -12.0% | -15.0% |
| 3Y | +14.5% | +86.0% | -71.5% | -50.4% |
| 5Y | +17.1% | +76.7% | -59.6% | -45.0% |
| 10Y | +193.4% | +411.3% | -217.9% | -73.1% |
| All | +1,747.1% | +1,077.1% | +670.0% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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