+215.0%
NXPI vs ESI
+321.1%
-106.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | +0.5% |
| 7D | +9.4% | +8.3% | +1.0% | +4.1% |
| 30D | +18.1% | -10.4% | +28.5% | +25.6% |
| 3M | +15.0% | -13.2% | +28.2% | +23.9% |
| 6M | -8.4% | -23.9% | +15.4% | +6.2% |
| YTD | +24.8% | +34.2% | -9.4% | +2.1% |
| 1Y | +33.3% | +22.2% | +11.1% | +15.1% |
| 3Y | +51.0% | +79.2% | -28.2% | +3.8% |
| 5Y | +34.5% | +38.1% | -3.6% | +5.8% |
| All | +215.0% | +321.1% | -106.1% | +46.7% |
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