+205.7%
NXPI vs EAT
+381.2%
-175.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | +0.7% |
| 7D | -2.3% | -6.8% | +4.5% | -0.2% |
| 30D | -4.3% | -5.4% | +1.0% | -3.2% |
| 3M | -24.7% | +42.8% | -67.4% | -33.3% |
| 6M | +9.7% | +56.5% | -46.8% | -6.2% |
| YTD | +3.8% | +50.0% | -46.3% | -10.5% |
| 1Y | +1.6% | +38.3% | -36.7% | -11.3% |
| 3Y | +16.0% | +591.6% | -575.6% | -40.9% |
| 5Y | +16.1% | +312.6% | -296.5% | -34.4% |
| All | +205.7% | +381.2% | -175.5% | +17.5% |
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