+1,747.1%
NXPI vs EME
+3,048.0%
-1,300.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.5% | +0.3% |
| 7D | +1.9% | +1.9% | 0.0% | +0.8% |
| 30D | -1.4% | -8.3% | +6.8% | +3.3% |
| 3M | -29.1% | -10.7% | -18.3% | -25.0% |
| 6M | +6.2% | +1.9% | +4.3% | +2.6% |
| YTD | +5.9% | +23.5% | -17.6% | -9.8% |
| 1Y | +2.9% | +18.0% | -15.1% | -12.4% |
| 3Y | +14.5% | +236.1% | -221.6% | -54.0% |
| 5Y | +17.1% | +527.9% | -510.8% | -69.6% |
| 10Y | +193.4% | +1,252.8% | -1,059.4% | -60.2% |
| All | +1,747.1% | +3,048.0% | -1,300.9% | +17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling