+15.8%
NXPI vs XHB
+24.0%
-8.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.8% |
| 7D | -2.3% | -1.9% | -0.3% | -0.9% |
| 30D | -4.3% | -8.3% | +4.0% | +1.7% |
| 3M | -24.7% | -7.1% | -17.5% | -21.0% |
| 6M | +9.7% | -5.3% | +15.0% | +12.5% |
| YTD | +3.8% | -3.2% | +7.0% | +4.1% |
| 1Y | +1.6% | -13.9% | +15.5% | +11.9% |
| All | +15.8% | +24.0% | -8.2% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 3y: compounded portfolio wealth divided by compounded XHB 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…
3y analysis · Full analysis span regression · 6 months rolling