+17.8%
NXPI vs ED
+35.7%
-17.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +0.7% |
| 7D | +1.9% | -0.2% | +2.1% | +1.8% |
| 30D | -1.4% | -0.1% | -1.3% | -1.4% |
| 3M | -29.1% | +3.9% | -33.0% | -27.8% |
| 6M | +6.2% | -3.0% | +9.2% | +5.7% |
| YTD | +5.9% | +10.7% | -4.8% | +10.2% |
| 1Y | +2.9% | +13.3% | -10.5% | +8.1% |
| All | +17.8% | +35.7% | -17.9% | +19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling