+1,747.1%
NXPI vs ES
+326.6%
+1,420.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.5% |
| 7D | +1.9% | +0.3% | +1.6% | +1.8% |
| 30D | -1.4% | -2.0% | +0.5% | -0.8% |
| 3M | -29.1% | +1.7% | -30.7% | -29.7% |
| 6M | +6.2% | -3.5% | +9.7% | +7.0% |
| YTD | +5.9% | +7.9% | -2.0% | +2.4% |
| 1Y | +2.9% | +17.2% | -14.3% | -4.3% |
| 3Y | +14.5% | +29.3% | -14.8% | +0.2% |
| 5Y | +17.1% | -5.7% | +22.8% | +14.9% |
| 10Y | +193.4% | +85.2% | +108.1% | +99.7% |
| All | +1,747.1% | +326.6% | +1,420.5% | +394.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling