+2,030.0%
NXPI vs EL
+344.0%
+1,686.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | -0.5% | +7.6% | -8.1% | -3.9% |
| 30D | +15.0% | +15.7% | -0.7% | +6.9% |
| 3M | +12.6% | +30.5% | -18.0% | -2.8% |
| 6M | -10.6% | +32.5% | -43.1% | -24.1% |
| YTD | +22.1% | +9.4% | +12.6% | +10.7% |
| 1Y | +29.8% | +28.4% | +1.4% | +8.0% |
| 3Y | +47.8% | +4.4% | +43.3% | +23.9% |
| 5Y | +33.9% | -64.5% | +98.4% | +103.0% |
| 10Y | +208.7% | +64.9% | +143.8% | +81.0% |
| All | +2,030.0% | +344.0% | +1,686.1% | +587.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling