+23.4%
NXPI vs NVTS
-17.0%
+40.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | +0.2% |
| 7D | -2.3% | +3.5% | -5.7% | -2.7% |
| 30D | -4.3% | -11.9% | +7.6% | -3.0% |
| 3M | -24.7% | -49.2% | +24.6% | -18.9% |
| 6M | +9.7% | +38.4% | -28.7% | +2.5% |
| YTD | +3.8% | +62.5% | -58.7% | -5.9% |
| 1Y | +1.6% | +101.4% | -99.8% | -12.4% |
| 3Y | +16.0% | +40.4% | -24.4% | -0.4% |
| All | +23.4% | -17.0% | +40.4% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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