+34.7%
NXPI vs RACE
+64.4%
-29.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.6% |
| 7D | +6.8% | -1.2% | +8.0% | +7.4% |
| 30D | +20.0% | +6.1% | +13.9% | +16.2% |
| 3M | +14.8% | -0.3% | +15.1% | +14.7% |
| 6M | -10.5% | +23.4% | -33.9% | -21.6% |
| YTD | +23.7% | +12.5% | +11.2% | +12.9% |
| 1Y | +34.1% | -0.5% | +34.5% | +32.0% |
| 3Y | +51.2% | +23.6% | +27.6% | +19.3% |
| All | +34.7% | +64.4% | -29.7% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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