+20.6%
NXPI vs EME
+575.5%
-555.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.3% | +0.2% | +2.5% |
| 7D | +3.9% | +3.5% | +0.3% | +2.2% |
| 30D | +1.4% | -6.3% | +7.7% | +4.2% |
| 3M | -21.5% | -3.8% | -17.8% | -20.6% |
| 6M | +19.4% | +8.5% | +10.9% | +13.2% |
| YTD | +9.9% | +27.8% | -17.9% | -4.4% |
| 1Y | +7.9% | +22.2% | -14.3% | -6.6% |
| 3Y | +22.7% | +253.5% | -230.8% | -48.4% |
| All | +20.6% | +575.5% | -555.0% | -69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling