+43.2%
NXPI vs ES
+46.3%
-3.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.5% | +1.9% |
| 7D | -4.4% | +1.9% | -6.2% | -4.7% |
| 30D | +5.6% | +7.1% | -1.5% | +4.4% |
| 3M | +7.6% | -1.9% | +9.5% | +7.8% |
| 6M | -17.6% | +4.4% | -21.9% | -18.4% |
| YTD | +15.9% | +7.3% | +8.6% | +14.0% |
| 1Y | +22.4% | +2.1% | +20.3% | +20.9% |
| 3Y | +43.2% | +41.8% | +1.4% | +27.4% |
| All | +43.2% | +46.3% | -3.1% | +27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling