+16.8%
NXPI vs ET
+241.7%
-224.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +0.7% | +1.4% | -0.7% | +0.1% |
| 30D | -4.2% | +4.6% | -8.8% | -6.1% |
| 3M | -20.4% | +16.0% | -36.5% | -26.0% |
| 6M | +12.5% | +22.8% | -10.3% | +1.6% |
| YTD | +5.2% | +38.9% | -33.6% | -10.7% |
| 1Y | +5.1% | +34.1% | -29.0% | -9.4% |
| 3Y | +17.7% | +98.8% | -81.1% | -15.0% |
| 5Y | +16.8% | +246.8% | -230.0% | -28.6% |
| All | +16.8% | +241.7% | -224.9% | -28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling