+1,747.1%
NXPI vs EWZ
+7.1%
+1,740.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.6% |
| 7D | +1.9% | +6.5% | -4.6% | -1.1% |
| 30D | -1.4% | +4.8% | -6.3% | -3.7% |
| 3M | -29.1% | +9.9% | -38.9% | -32.1% |
| 6M | +6.2% | +1.9% | +4.3% | +4.6% |
| YTD | +5.9% | +20.3% | -14.4% | -3.6% |
| 1Y | +2.9% | +35.6% | -32.7% | -11.6% |
| 3Y | +14.5% | +43.4% | -28.9% | -4.7% |
| 5Y | +17.1% | +55.9% | -38.9% | -9.8% |
| 10Y | +193.4% | +84.2% | +109.2% | +85.3% |
| All | +1,747.1% | +7.1% | +1,740.0% | +1,561.1% |
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