+1,747.1%
NXPI vs UL
+266.2%
+1,480.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.3% | +1.3% |
| 7D | +1.9% | -1.3% | +3.2% | +2.6% |
| 30D | -1.4% | +0.5% | -1.9% | -1.8% |
| 3M | -29.1% | +17.6% | -46.7% | -35.6% |
| 6M | +6.2% | -5.4% | +11.6% | +7.8% |
| YTD | +5.9% | +0.7% | +5.2% | +3.7% |
| 1Y | +2.9% | -9.3% | +12.1% | +6.0% |
| 3Y | +14.5% | +24.5% | -10.0% | -3.9% |
| 5Y | +17.1% | +23.2% | -6.2% | -3.7% |
| 10Y | +193.4% | +64.5% | +128.9% | +86.8% |
| All | +1,747.1% | +266.2% | +1,480.8% | +410.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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