+16.8%
NXPI vs EWJ
+47.6%
-30.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +2.1% |
| 7D | +0.7% | -1.5% | +2.1% | +2.5% |
| 30D | -4.2% | +0.2% | -4.4% | -4.6% |
| 3M | -20.4% | +8.6% | -29.0% | -27.6% |
| 6M | +12.5% | +12.1% | +0.4% | -1.8% |
| YTD | +5.2% | +20.1% | -14.9% | -16.1% |
| 1Y | +5.1% | +25.2% | -20.1% | -20.3% |
| 3Y | +17.7% | +70.8% | -53.1% | -41.5% |
| 5Y | +16.8% | +49.2% | -32.3% | -28.0% |
| All | +16.8% | +47.6% | -30.8% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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