+16.8%
NXPI vs NTR
+45.0%
-28.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.9% | +2.0% |
| 7D | +0.7% | -2.5% | +3.1% | +1.3% |
| 30D | -4.2% | +17.0% | -21.2% | -8.2% |
| 3M | -20.4% | +22.2% | -42.6% | -24.8% |
| 6M | +12.5% | +5.2% | +7.3% | +9.9% |
| YTD | +5.2% | +29.7% | -24.4% | -3.5% |
| 1Y | +5.1% | +39.4% | -34.3% | -6.0% |
| 3Y | +17.7% | +38.2% | -20.5% | +3.5% |
| 5Y | +16.8% | +47.6% | -30.8% | -11.0% |
| All | +16.8% | +45.0% | -28.1% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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