+208.7%
NXPI vs ELF
+357.0%
-148.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.2% |
| 7D | -0.5% | +6.3% | -6.8% | -1.8% |
| 30D | +15.0% | +8.5% | +6.5% | +12.9% |
| 3M | +12.6% | +24.4% | -11.9% | +6.8% |
| 6M | -10.6% | +94.7% | -105.3% | -24.1% |
| YTD | +22.1% | +55.9% | -33.8% | +7.3% |
| 1Y | +29.8% | +48.4% | -18.7% | +15.2% |
| 3Y | +47.8% | +24.6% | +23.1% | +20.3% |
| 5Y | +33.9% | +285.0% | -251.2% | -24.1% |
| 10Y | +208.7% | +357.2% | -148.5% | +37.2% |
| All | +208.7% | +357.0% | -148.3% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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