+16.1%
NXPI vs EWT
+152.9%
-136.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.4% |
| 7D | -2.3% | +2.1% | -4.4% | -4.4% |
| 30D | -4.3% | +9.4% | -13.7% | -13.0% |
| 3M | -24.7% | +10.9% | -35.5% | -32.6% |
| 6M | +9.7% | +57.9% | -48.2% | -34.2% |
| YTD | +3.8% | +75.9% | -72.1% | -45.1% |
| 1Y | +1.6% | +89.7% | -88.1% | -50.8% |
| 3Y | +16.0% | +200.9% | -184.8% | -69.0% |
| 5Y | +16.1% | +154.5% | -138.4% | -59.1% |
| All | +16.1% | +152.9% | -136.8% | -59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling