+17.7%
NXPI vs ELF
+239.6%
-221.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.9% | +3.1% | -0.8% |
| 7D | +0.7% | -1.2% | +1.8% | +0.9% |
| 30D | -6.6% | +5.9% | -12.5% | -7.8% |
| 3M | -25.4% | +99.5% | -124.9% | -35.7% |
| 6M | +11.9% | +26.5% | -14.6% | +5.2% |
| YTD | +4.0% | +37.2% | -33.2% | -4.8% |
| 1Y | +1.0% | -24.4% | +25.5% | +3.3% |
| 3Y | +16.3% | -23.3% | +39.7% | +4.8% |
| 5Y | +17.7% | +245.2% | -227.5% | -49.8% |
| All | +17.7% | +239.6% | -221.8% | -49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling