+212.4%
NXPI vs EFV
+163.3%
+49.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.3% |
| 7D | +6.8% | +2.5% | +4.2% | +3.4% |
| 30D | +20.0% | +2.9% | +17.1% | +15.9% |
| 3M | +14.8% | -1.4% | +16.3% | +17.0% |
| 6M | -10.5% | +5.5% | -16.0% | -15.9% |
| YTD | +23.7% | +16.1% | +7.7% | +2.4% |
| 1Y | +34.1% | +20.3% | +13.8% | +6.1% |
| 3Y | +51.2% | +90.4% | -39.2% | -32.0% |
| 5Y | +33.4% | +93.5% | -60.1% | -40.6% |
| All | +212.4% | +163.3% | +49.1% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling