+198.6%
NXPI vs EXPD
+314.6%
-116.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.7% |
| 7D | +1.9% | -1.1% | +3.0% | +2.7% |
| 30D | -1.4% | +4.1% | -5.5% | -4.2% |
| 3M | -29.1% | +17.9% | -47.0% | -36.9% |
| 6M | +6.2% | +29.2% | -23.0% | -11.9% |
| YTD | +5.9% | +27.4% | -21.5% | -12.8% |
| 1Y | +2.9% | +56.8% | -54.0% | -28.0% |
| 3Y | +14.5% | +68.0% | -53.5% | -25.2% |
| 5Y | +17.0% | +61.9% | -44.8% | -22.8% |
| All | +198.6% | +314.6% | -116.0% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling