+2,058.7%
NXPI vs EWZ
-8.8%
+2,067.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.4% |
| 7D | +6.8% | +0.8% | +6.0% | +6.4% |
| 30D | +20.0% | -24.4% | +44.4% | +33.4% |
| 3M | +14.8% | -4.6% | +19.4% | +13.9% |
| 6M | -10.5% | -11.6% | +1.1% | -8.1% |
| YTD | +23.7% | +2.4% | +21.4% | +17.9% |
| 1Y | +34.1% | +2.1% | +32.0% | +27.7% |
| 3Y | +51.2% | +18.7% | +32.5% | +33.4% |
| 5Y | +33.4% | +54.2% | -20.8% | +0.7% |
| 10Y | +209.2% | +65.9% | +143.4% | +100.3% |
| All | +2,058.7% | -8.8% | +2,067.6% | +1,931.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling