+16.8%
NXPI vs QSR
+40.6%
-23.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.7% |
| 7D | +0.7% | -4.7% | +5.4% | +3.1% |
| 30D | -4.2% | +4.3% | -8.5% | -6.4% |
| 3M | -20.4% | +5.4% | -25.9% | -23.2% |
| 6M | +12.5% | +8.2% | +4.4% | +6.2% |
| YTD | +5.2% | +14.1% | -8.9% | -4.2% |
| 1Y | +5.1% | +28.1% | -23.0% | -11.2% |
| 3Y | +17.7% | +25.3% | -7.6% | -2.7% |
| 5Y | +16.8% | +40.4% | -23.6% | -15.6% |
| All | +16.8% | +40.6% | -23.8% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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