+33.3%
NXPI vs ED
+24.2%
+9.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -0.7% |
| 7D | +9.4% | -1.7% | +11.1% | +8.3% |
| 30D | +18.1% | +10.7% | +7.4% | +25.7% |
| 3M | +15.0% | +11.6% | +3.4% | +23.0% |
| 6M | -8.4% | +13.5% | -21.9% | -0.3% |
| YTD | +24.8% | +23.1% | +1.6% | +45.8% |
| 1Y | +33.3% | +23.1% | +10.2% | +55.7% |
| All | +33.3% | +24.2% | +9.1% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling