+115.4%
NXPI vs NTR
+103.6%
+11.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.3% | -2.4% |
| 7D | +0.7% | +3.8% | -3.2% | -1.0% |
| 30D | -6.6% | +25.2% | -31.8% | -15.6% |
| 3M | -25.4% | +21.0% | -46.4% | -31.8% |
| 6M | +11.9% | +7.6% | +4.3% | +6.5% |
| YTD | +4.0% | +32.9% | -28.8% | -10.8% |
| 1Y | +1.0% | +43.1% | -42.0% | -16.9% |
| 3Y | +16.3% | +41.6% | -25.3% | -6.7% |
| 5Y | +17.7% | +54.8% | -37.1% | -22.6% |
| All | +115.4% | +103.6% | +11.8% | +1.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling