+17.1%
NXPI vs ES
-5.6%
+22.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | +1.9% | +0.3% | +1.6% | +1.8% |
| 30D | -1.4% | -2.0% | +0.5% | -1.0% |
| 3M | -29.1% | +1.7% | -30.7% | -29.5% |
| 6M | +6.2% | -3.5% | +9.7% | +6.7% |
| YTD | +5.9% | +7.9% | -2.0% | +3.5% |
| 1Y | +2.9% | +17.2% | -14.3% | -2.4% |
| 3Y | +14.5% | +29.3% | -14.8% | +3.5% |
| All | +17.1% | -5.6% | +22.8% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling