+17.8%
NXPI vs ESI
+81.9%
-64.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.9% | -1.7% | -0.8% |
| 7D | +1.9% | +3.3% | -1.4% | -0.5% |
| 30D | -1.4% | -5.9% | +4.4% | +2.5% |
| 3M | -29.1% | -14.1% | -15.0% | -21.8% |
| 6M | +6.2% | +6.6% | -0.4% | +0.1% |
| YTD | +5.9% | +45.0% | -39.2% | -21.5% |
| 1Y | +2.9% | +41.5% | -38.6% | -23.0% |
| All | +17.8% | +81.9% | -64.1% | -28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling