+16.8%
NXPI vs XHB
+30.4%
-13.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +3.3% |
| 7D | +0.7% | -5.2% | +5.9% | +5.1% |
| 30D | -4.2% | -12.1% | +7.9% | +6.2% |
| 3M | -20.4% | -6.2% | -14.2% | -16.9% |
| 6M | +12.5% | -6.7% | +19.2% | +16.9% |
| YTD | +5.2% | -5.5% | +10.7% | +7.6% |
| 1Y | +5.1% | -15.6% | +20.8% | +18.4% |
| 3Y | +17.7% | +22.0% | -4.3% | -7.2% |
| 5Y | +16.8% | +31.8% | -15.0% | -14.4% |
| All | +16.8% | +30.4% | -13.6% | -14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling