+22.0%
NXPI vs ED
+80.7%
-58.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +1.4% |
| 7D | -4.4% | +1.6% | -6.0% | -4.2% |
| 30D | +5.6% | +13.3% | -7.7% | +6.6% |
| 3M | +7.6% | +9.7% | -2.1% | +8.4% |
| 6M | -17.6% | +12.8% | -30.3% | -16.8% |
| YTD | +15.9% | +22.3% | -6.4% | +16.9% |
| 1Y | +22.4% | +26.3% | -3.9% | +23.4% |
| 3Y | +43.2% | +45.0% | -1.8% | +35.9% |
| All | +22.0% | +80.7% | -58.7% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling