+1,747.1%
NXPI vs EWJ
+233.2%
+1,513.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +0.8% |
| 7D | +1.9% | +2.5% | -0.6% | -1.1% |
| 30D | -1.4% | +3.3% | -4.7% | -5.2% |
| 3M | -29.1% | +5.0% | -34.0% | -32.6% |
| 6M | +6.2% | +11.5% | -5.3% | -6.6% |
| YTD | +5.9% | +22.4% | -16.5% | -17.0% |
| 1Y | +2.9% | +30.2% | -27.3% | -25.0% |
| 3Y | +14.5% | +72.8% | -58.3% | -40.7% |
| 5Y | +17.1% | +54.1% | -37.1% | -29.3% |
| 10Y | +193.4% | +140.6% | +52.7% | +9.6% |
| All | +1,747.1% | +233.2% | +1,513.9% | +347.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling