+223.9%
NXPI vs ET
+177.0%
+46.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.8% | +5.3% | +4.8% |
| 7D | +3.9% | +0.2% | +3.6% | +3.7% |
| 30D | +1.4% | +2.9% | -1.5% | +0.3% |
| 3M | -21.5% | +16.8% | -38.3% | -26.2% |
| 6M | +19.4% | +18.9% | +0.5% | +11.5% |
| YTD | +9.9% | +37.7% | -27.8% | -3.1% |
| 1Y | +7.9% | +32.4% | -24.5% | -3.5% |
| 3Y | +22.7% | +99.5% | -76.8% | -5.5% |
| 5Y | +22.1% | +244.0% | -221.9% | -22.9% |
| All | +223.9% | +177.0% | +46.9% | +98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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