+1.6%
NXPI vs ELF
-27.0%
+28.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.8% | +0.1% |
| 7D | -2.3% | -6.8% | +4.5% | -1.6% |
| 30D | -4.3% | +5.1% | -9.4% | -4.8% |
| 3M | -24.7% | +79.8% | -104.4% | -28.6% |
| 6M | +9.7% | +29.7% | -20.0% | +7.6% |
| YTD | +3.8% | +31.6% | -27.8% | +0.7% |
| 1Y | +1.6% | -27.9% | +29.5% | +7.4% |
| All | +1.6% | -27.0% | +28.6% | +7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling