+1,747.1%
NXPI vs EWT
+760.7%
+986.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | -0.7% |
| 7D | +1.9% | +4.0% | -2.1% | -2.3% |
| 30D | -1.4% | +10.3% | -11.7% | -11.5% |
| 3M | -29.1% | +6.1% | -35.1% | -33.8% |
| 6M | +6.2% | +56.6% | -50.4% | -36.3% |
| YTD | +5.9% | +76.6% | -70.7% | -44.6% |
| 1Y | +2.9% | +97.9% | -95.0% | -52.6% |
| 3Y | +14.5% | +198.0% | -183.5% | -67.0% |
| 5Y | +17.1% | +151.8% | -134.7% | -58.3% |
| 10Y | +193.4% | +514.1% | -320.8% | -60.1% |
| All | +1,747.1% | +760.7% | +986.4% | +78.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling