+206.4%
NXPI vs ELF
+357.0%
-150.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +0.8% |
| 7D | +1.9% | +5.4% | -3.4% | +0.7% |
| 30D | -1.4% | +27.0% | -28.4% | -6.7% |
| 3M | -29.1% | +113.2% | -142.3% | -40.6% |
| 6M | +6.2% | +36.6% | -30.4% | -2.8% |
| YTD | +5.9% | +44.2% | -38.4% | -5.1% |
| 1Y | +2.9% | -18.0% | +20.9% | +2.6% |
| 3Y | +14.5% | -19.9% | +34.4% | +3.7% |
| 5Y | +17.1% | +257.7% | -240.6% | -32.4% |
| All | +206.4% | +357.0% | -150.5% | +39.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling