+16.1%
NXPI vs EWZ
+63.8%
-47.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.3% |
| 7D | -2.3% | -0.1% | -2.2% | -2.3% |
| 30D | -4.3% | +8.2% | -12.5% | -7.6% |
| 3M | -24.7% | +13.3% | -38.0% | -28.6% |
| 6M | +9.7% | +3.6% | +6.1% | +7.3% |
| YTD | +3.8% | +21.0% | -17.2% | -5.1% |
| 1Y | +1.6% | +34.7% | -33.1% | -11.4% |
| 3Y | +16.0% | +48.3% | -32.2% | -3.3% |
| 5Y | +16.1% | +60.1% | -44.0% | -3.6% |
| All | +16.1% | +63.8% | -47.7% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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