+17.8%
NXPI vs ELF
-17.1%
+34.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +0.9% |
| 7D | +1.9% | +5.4% | -3.4% | +1.0% |
| 30D | -1.4% | +27.0% | -28.4% | -5.3% |
| 3M | -29.1% | +113.2% | -142.3% | -37.6% |
| 6M | +6.2% | +36.6% | -30.4% | 0.0% |
| YTD | +5.9% | +44.2% | -38.4% | -2.0% |
| 1Y | +2.9% | -18.0% | +20.9% | +3.7% |
| All | +17.8% | -17.1% | +34.9% | +8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling