+1,747.1%
NXPI vs EL
+306.5%
+1,440.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.0% | -1.7% | -0.2% |
| 7D | +1.9% | +0.8% | +1.1% | +1.5% |
| 30D | -1.4% | +19.8% | -21.3% | -10.8% |
| 3M | -29.1% | +25.7% | -54.8% | -37.4% |
| 6M | +6.2% | +5.4% | +0.8% | +0.3% |
| YTD | +5.9% | +0.2% | +5.7% | +0.8% |
| 1Y | +2.9% | +20.4% | -17.6% | -11.9% |
| 3Y | +14.5% | -32.1% | +46.6% | +20.5% |
| 5Y | +17.1% | -67.2% | +84.2% | +84.9% |
| 10Y | +193.4% | +31.7% | +161.6% | +95.7% |
| All | +1,747.1% | +306.5% | +1,440.6% | +526.2% |
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