+210.0%
NXPI vs EWT
+512.3%
-302.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +4.0% | +4.0% |
| 7D | +0.7% | -1.1% | +1.8% | +1.7% |
| 30D | -4.2% | +4.8% | -9.0% | -9.1% |
| 3M | -20.4% | +11.1% | -31.6% | -29.3% |
| 6M | +12.5% | +54.6% | -42.1% | -31.2% |
| YTD | +5.2% | +71.4% | -66.2% | -42.7% |
| 1Y | +5.1% | +82.1% | -77.0% | -46.5% |
| 3Y | +17.7% | +193.2% | -175.6% | -65.5% |
| 5Y | +16.8% | +146.1% | -129.3% | -57.5% |
| All | +210.0% | +512.3% | -302.3% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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