+1,921.9%
NXPI vs ED
+368.2%
+1,553.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +1.9% |
| 7D | -4.4% | +1.6% | -6.0% | -4.6% |
| 30D | +5.6% | +13.3% | -7.7% | +3.5% |
| 3M | +7.6% | +9.7% | -2.1% | +6.0% |
| 6M | -17.6% | +12.8% | -30.3% | -19.3% |
| YTD | +15.9% | +22.3% | -6.4% | +11.5% |
| 1Y | +22.4% | +26.3% | -3.9% | +17.0% |
| 3Y | +43.2% | +45.0% | -1.8% | +29.9% |
| 5Y | +21.4% | +80.2% | -58.8% | +3.7% |
| 10Y | +186.8% | +129.9% | +56.9% | +119.5% |
| All | +1,921.9% | +368.2% | +1,553.7% | +641.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling