+15.2%
NXPI vs EFA
+52.3%
-37.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +1.4% |
| 7D | -2.3% | -0.5% | -1.8% | -1.7% |
| 30D | -4.3% | -1.3% | -3.0% | -2.5% |
| 3M | -24.7% | +5.2% | -29.9% | -29.6% |
| 6M | +9.7% | +9.4% | +0.4% | -3.6% |
| YTD | +3.8% | +12.7% | -9.0% | -13.1% |
| 1Y | +1.6% | +19.3% | -17.7% | -21.5% |
| 3Y | +16.0% | +66.3% | -50.3% | -44.1% |
| All | +15.2% | +52.3% | -37.1% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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