+255.9%
NXPI vs EQX
+232.0%
+23.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.6% | +2.8% | +4.3% |
| 7D | +3.9% | -3.2% | +7.1% | +4.3% |
| 30D | +1.4% | +7.8% | -6.4% | +0.2% |
| 3M | -21.5% | +21.3% | -42.9% | -23.8% |
| 6M | +19.4% | -22.4% | +41.8% | +21.8% |
| YTD | +9.9% | -11.3% | +21.3% | +9.7% |
| 1Y | +7.9% | +13.5% | -5.6% | +3.9% |
| 3Y | +22.7% | +162.1% | -139.5% | +2.5% |
| 5Y | +22.1% | +84.2% | -62.1% | +0.7% |
| All | +255.9% | +232.0% | +23.8% | +265.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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