+1,747.1%
NXPI vs ED
+323.7%
+1,423.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.5% |
| 7D | +1.9% | -0.2% | +2.1% | +1.9% |
| 30D | -1.4% | -0.1% | -1.3% | -1.4% |
| 3M | -29.1% | +3.9% | -33.0% | -29.7% |
| 6M | +6.2% | -3.0% | +9.2% | +6.4% |
| YTD | +5.9% | +10.7% | -4.8% | +3.5% |
| 1Y | +2.9% | +13.3% | -10.5% | -0.1% |
| 3Y | +14.5% | +34.5% | -20.0% | +4.7% |
| 5Y | +17.1% | +67.1% | -50.1% | +0.9% |
| 10Y | +193.4% | +103.0% | +90.3% | +129.8% |
| All | +1,747.1% | +323.7% | +1,423.4% | +588.3% |
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 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