+34.5%
NXPI vs ES
+6.0%
+28.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.0% |
| 7D | +9.4% | -1.1% | +10.4% | +9.6% |
| 30D | +18.1% | +8.2% | +9.9% | +15.8% |
| 3M | +15.0% | +0.6% | +14.4% | +14.6% |
| 6M | -8.4% | +6.0% | -14.4% | -10.1% |
| YTD | +24.8% | +9.3% | +15.4% | +21.2% |
| 1Y | +33.3% | +1.1% | +32.2% | +31.6% |
| 3Y | +51.0% | +51.9% | -0.9% | +28.2% |
| 5Y | +34.5% | +6.5% | +28.1% | +29.9% |
| All | +34.5% | +6.0% | +28.5% | +29.9% |
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