+211.4%
NXPI vs EL
+28.8%
+182.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.6% | +1.0% |
| 7D | -2.3% | -2.4% | +0.1% | -1.3% |
| 30D | -4.3% | +13.7% | -18.0% | -10.6% |
| 3M | -24.7% | +14.5% | -39.2% | -29.9% |
| 6M | +9.7% | +7.4% | +2.3% | +3.3% |
| YTD | +3.8% | -4.7% | +8.5% | +1.6% |
| 1Y | +1.6% | +12.9% | -11.3% | -9.1% |
| 3Y | +16.0% | -32.2% | +48.3% | +21.9% |
| 5Y | +16.1% | -68.4% | +84.5% | +85.3% |
| 10Y | +211.4% | +28.3% | +183.1% | +204.4% |
| All | +211.4% | +28.8% | +182.5% | +204.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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