+17.7%
NXPI vs ESI
+77.4%
-59.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -2.2% |
| 7D | +0.7% | +5.4% | -4.7% | -3.2% |
| 30D | -6.6% | -4.2% | -2.4% | -4.0% |
| 3M | -25.4% | -9.6% | -15.8% | -20.8% |
| 6M | +11.9% | +18.3% | -6.4% | -2.9% |
| YTD | +4.0% | +45.8% | -41.8% | -24.1% |
| 1Y | +1.0% | +39.2% | -38.1% | -24.2% |
| 3Y | +16.3% | +86.3% | -69.9% | -32.2% |
| 5Y | +17.7% | +76.2% | -58.5% | -28.7% |
| All | +17.7% | +77.4% | -59.7% | -28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling