+215.0%
NXPI vs EAT
+319.3%
-104.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.7% | -0.4% |
| 7D | +9.4% | -7.1% | +16.4% | +11.6% |
| 30D | +18.1% | -2.3% | +20.4% | +18.3% |
| 3M | +15.0% | -19.6% | +34.7% | +21.5% |
| 6M | -8.4% | +46.0% | -54.5% | -20.8% |
| YTD | +24.8% | +37.7% | -12.9% | +9.2% |
| 1Y | +33.3% | +73.8% | -40.5% | +7.9% |
| 3Y | +51.0% | +482.1% | -431.1% | -19.7% |
| 5Y | +34.5% | +362.5% | -327.9% | -27.1% |
| All | +215.0% | +319.3% | -104.3% | +24.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling