+2,058.7%
NXPI vs EWJ
+211.1%
+1,847.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -1.2% |
| 7D | +6.8% | +4.0% | +2.8% | +1.9% |
| 30D | +20.0% | -4.3% | +24.3% | +26.4% |
| 3M | +14.8% | -6.8% | +21.6% | +24.9% |
| 6M | -10.5% | -0.9% | -9.6% | -8.7% |
| YTD | +23.7% | +14.3% | +9.5% | +5.4% |
| 1Y | +34.1% | +15.3% | +18.8% | +13.0% |
| 3Y | +51.2% | +65.6% | -14.4% | -17.4% |
| 5Y | +33.4% | +47.5% | -14.0% | -14.9% |
| 10Y | +209.2% | +126.2% | +83.1% | +24.9% |
| All | +2,058.7% | +211.1% | +1,847.6% | +467.7% |
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