+1,710.4%
NXPI vs VYM
+596.1%
+1,114.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.5% |
| 7D | -2.3% | -1.0% | -1.3% | -0.8% |
| 30D | -4.3% | -2.0% | -2.3% | -1.3% |
| 3M | -24.7% | +3.1% | -27.7% | -27.9% |
| 6M | +9.7% | +8.9% | +0.9% | -3.0% |
| YTD | +3.8% | +14.7% | -11.0% | -15.2% |
| 1Y | +1.6% | +19.4% | -17.8% | -21.7% |
| 3Y | +16.0% | +65.4% | -49.4% | -43.4% |
| 5Y | +16.1% | +77.6% | -61.4% | -47.7% |
| 10Y | +211.4% | +207.8% | +3.6% | -41.9% |
| All | +1,710.4% | +596.1% | +1,114.4% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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