+17.7%
NXPI vs ED
+71.7%
-54.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.7% | -1.7% |
| 7D | +0.7% | +0.5% | +0.1% | +0.7% |
| 30D | -6.6% | +1.1% | -7.7% | -6.5% |
| 3M | -25.4% | +4.6% | -30.1% | -25.2% |
| 6M | +11.9% | -2.0% | +13.9% | +12.0% |
| YTD | +4.0% | +11.7% | -7.7% | +4.2% |
| 1Y | +1.0% | +15.7% | -14.7% | +1.1% |
| 3Y | +16.3% | +34.4% | -18.0% | +9.6% |
| 5Y | +17.7% | +67.3% | -49.6% | +8.3% |
| All | +17.7% | +71.7% | -54.0% | +8.3% |
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