+16.1%
NXPI vs EFV
+95.4%
-79.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.9% |
| 7D | -2.3% | -0.5% | -1.8% | -1.7% |
| 30D | -4.3% | 0.0% | -4.3% | -4.4% |
| 3M | -24.7% | +8.4% | -33.1% | -32.0% |
| 6M | +9.7% | +12.3% | -2.6% | -5.7% |
| YTD | +3.8% | +17.4% | -13.6% | -16.1% |
| 1Y | +1.6% | +27.1% | -25.5% | -26.0% |
| 3Y | +16.0% | +90.7% | -74.7% | -49.8% |
| 5Y | +16.1% | +95.6% | -79.5% | -50.1% |
| All | +16.1% | +95.4% | -79.3% | -50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling