+1,747.1%
NXPI vs EFV
+226.4%
+1,520.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | +1.9% | +1.5% | +0.4% | 0.0% |
| 30D | -1.4% | +1.7% | -3.2% | -3.5% |
| 3M | -29.1% | +8.6% | -37.7% | -35.7% |
| 6M | +6.2% | +11.7% | -5.5% | -7.4% |
| YTD | +5.9% | +19.3% | -13.4% | -15.1% |
| 1Y | +2.9% | +30.2% | -27.3% | -25.8% |
| 3Y | +14.5% | +91.6% | -77.1% | -48.2% |
| 5Y | +17.1% | +96.4% | -79.3% | -47.9% |
| 10Y | +193.4% | +166.5% | +26.9% | -8.8% |
| All | +1,747.1% | +226.4% | +1,520.7% | +361.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling