+212.4%
NXPI vs ETR
+376.0%
-163.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | +6.8% | +0.5% | +6.2% | +6.6% |
| 30D | +20.0% | +6.4% | +13.7% | +17.3% |
| 3M | +14.8% | +4.0% | +10.9% | +13.1% |
| 6M | -10.5% | -0.5% | -10.0% | -10.5% |
| YTD | +23.7% | +22.4% | +1.3% | +14.0% |
| 1Y | +34.1% | +19.9% | +14.2% | +24.4% |
| 3Y | +51.2% | +154.7% | -103.5% | 0.0% |
| 5Y | +33.4% | +158.1% | -124.6% | -13.9% |
| All | +212.4% | +376.0% | -163.6% | +103.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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