+200.5%
NXPI vs USB
+94.3%
+106.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.5% | +0.8% | +1.9% |
| 7D | -0.3% | +0.8% | -1.1% | -0.7% |
| 30D | +12.7% | +6.8% | +5.9% | +8.8% |
| 3M | +7.5% | -3.8% | +11.2% | +9.8% |
| 6M | -12.3% | +11.7% | -24.1% | -18.0% |
| YTD | +19.7% | +17.5% | +2.2% | +8.5% |
| 1Y | +27.6% | +33.8% | -6.2% | +7.7% |
| 3Y | +50.0% | +104.2% | -54.3% | +0.9% |
| 5Y | +27.2% | +26.4% | +0.8% | +7.3% |
| 10Y | +200.5% | +89.2% | +111.3% | +110.1% |
| All | +200.5% | +94.3% | +106.2% | +110.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 10y: compounded portfolio wealth divided by compounded USB 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…
10y analysis · Full analysis span regression · 6 months rolling