+210.0%
NXPI vs EAT
+379.9%
-169.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | +0.7% | -6.2% | +6.9% | +2.6% |
| 30D | -4.2% | -3.0% | -1.2% | -3.8% |
| 3M | -20.4% | +45.6% | -66.1% | -30.0% |
| 6M | +12.5% | +53.5% | -41.0% | -3.3% |
| YTD | +5.2% | +49.6% | -44.4% | -9.2% |
| 1Y | +5.1% | +38.9% | -33.8% | -8.4% |
| 3Y | +17.7% | +589.7% | -572.0% | -40.0% |
| 5Y | +16.8% | +318.7% | -301.8% | -34.3% |
| All | +210.0% | +379.9% | -169.8% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EAT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling