+1,714.9%
NXPI vs ETN
+1,478.1%
+236.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.7% | -4.5% | -3.8% |
| 7D | +0.7% | +8.0% | -7.4% | -5.1% |
| 30D | -6.6% | -5.9% | -0.7% | -2.7% |
| 3M | -25.4% | +5.0% | -30.4% | -29.2% |
| 6M | +11.9% | +22.4% | -10.5% | -5.9% |
| YTD | +4.0% | +33.6% | -29.6% | -18.4% |
| 1Y | +1.0% | +22.1% | -21.1% | -16.0% |
| 3Y | +16.3% | +85.6% | -69.3% | -33.3% |
| 5Y | +17.7% | +179.2% | -161.5% | -51.4% |
| 10Y | +195.8% | +687.3% | -491.5% | -48.3% |
| All | +1,714.9% | +1,478.1% | +236.8% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 all: compounded portfolio wealth divided by compounded ETN 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…
all analysis · Full analysis span regression · 6 months rolling