+1,890.5%
NXPI vs QLD
+7,904.9%
-6,014.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -12.7% | +5.0% | +0.5% |
| 7D | -8.1% | -18.6% | +10.5% | +4.6% |
| 30D | 0.0% | -28.3% | +28.3% | +23.2% |
| 3M | +6.2% | -20.4% | +26.6% | +21.9% |
| 6M | -15.7% | -14.3% | -1.4% | -8.0% |
| YTD | +14.1% | +2.8% | +11.3% | +9.9% |
| 1Y | +18.2% | -1.2% | +19.4% | +16.3% |
| 3Y | +42.0% | +135.3% | -93.3% | -22.7% |
| 5Y | +19.5% | +62.6% | -43.1% | -23.6% |
| 10Y | +182.3% | +1,384.3% | -1,201.9% | -69.4% |
| All | +1,890.5% | +7,904.9% | -6,014.4% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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