+211.4%
NXPI vs ESI
+308.3%
-96.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | +0.4% |
| 7D | -2.3% | +3.9% | -6.2% | -4.5% |
| 30D | -4.3% | -3.8% | -0.5% | -2.5% |
| 3M | -24.7% | -13.1% | -11.5% | -18.9% |
| 6M | +9.7% | +11.3% | -1.6% | +2.6% |
| YTD | +3.8% | +44.1% | -40.3% | -16.9% |
| 1Y | +1.6% | +40.3% | -38.7% | -17.7% |
| 3Y | +16.0% | +84.1% | -68.0% | -19.2% |
| 5Y | +16.1% | +75.8% | -59.7% | -17.2% |
| 10Y | +211.4% | +320.7% | -109.3% | +56.3% |
| All | +211.4% | +308.3% | -96.9% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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