+223.9%
NXPI vs EME
+1,362.1%
-1,138.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.3% | +0.2% | +2.3% |
| 7D | +3.9% | +3.5% | +0.3% | +2.0% |
| 30D | +1.4% | -6.3% | +7.7% | +4.4% |
| 3M | -21.5% | -3.8% | -17.8% | -20.8% |
| 6M | +19.4% | +8.5% | +10.9% | +12.5% |
| YTD | +9.9% | +27.8% | -17.9% | -5.6% |
| 1Y | +7.9% | +22.2% | -14.3% | -7.4% |
| 3Y | +22.7% | +253.5% | -230.8% | -45.7% |
| 5Y | +22.1% | +578.6% | -556.6% | -63.5% |
| All | +223.9% | +1,362.1% | -1,138.2% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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