+50.0%
NXPI vs ESI
+77.3%
-27.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.1% | -1.9% | -0.3% |
| 7D | -0.3% | -3.5% | +3.1% | +2.0% |
| 30D | +12.7% | -9.3% | +22.0% | +19.7% |
| 3M | +7.5% | -12.8% | +20.2% | +16.6% |
| 6M | -12.3% | -24.6% | +12.3% | +4.8% |
| YTD | +19.7% | +32.7% | -13.1% | -6.8% |
| 1Y | +27.6% | +20.3% | +7.3% | +6.7% |
| 3Y | +50.0% | +80.2% | -30.2% | -9.5% |
| All | +50.0% | +77.3% | -27.3% | -9.5% |
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