+214.4%
NXPI vs ES
+92.3%
+122.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.3% | +1.7% | +2.7% |
| 7D | +1.7% | +0.1% | +1.6% | +1.6% |
| 30D | +19.7% | +6.7% | +13.0% | +17.4% |
| 3M | +14.5% | +0.3% | +14.2% | +14.1% |
| 6M | -11.2% | +7.4% | -18.6% | -13.4% |
| YTD | +25.8% | +8.4% | +17.4% | +22.1% |
| 1Y | +35.2% | +0.6% | +34.6% | +33.5% |
| 3Y | +52.3% | +50.6% | +1.6% | +30.6% |
| 5Y | +34.8% | +4.8% | +30.0% | +28.8% |
| 10Y | +214.4% | +93.1% | +121.3% | +196.6% |
| All | +214.4% | +92.3% | +122.1% | +196.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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