+34.7%
NXPI vs BTDR
-44.0%
+78.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.6% | +7.8% | -0.1% |
| 7D | +6.8% | -6.9% | +13.7% | +7.3% |
| 30D | +20.0% | -31.5% | +51.6% | +23.3% |
| 3M | +14.8% | -36.1% | +50.9% | +18.1% |
| 6M | -10.5% | -57.6% | +47.2% | -5.8% |
| YTD | +23.7% | -50.0% | +73.8% | +27.1% |
| 1Y | +34.1% | -49.6% | +83.7% | +37.2% |
| 3Y | +51.2% | +48.5% | +2.7% | +41.3% |
| All | +34.7% | -44.0% | +78.7% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 5y: compounded portfolio wealth divided by compounded BTDR 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…
5y analysis · Full analysis span regression · 6 months rolling