+34.7%
NXPI vs XHB
+28.9%
+5.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.6% | -1.4% |
| 7D | +6.8% | -0.2% | +7.0% | +6.8% |
| 30D | +20.0% | +9.9% | +10.1% | +10.7% |
| 3M | +14.8% | -6.3% | +21.1% | +20.3% |
| 6M | -10.5% | +3.8% | -14.3% | -14.3% |
| YTD | +23.7% | +0.1% | +23.6% | +20.3% |
| 1Y | +34.1% | -0.8% | +34.9% | +31.2% |
| 3Y | +51.2% | +35.6% | +15.6% | +8.9% |
| All | +34.7% | +28.9% | +5.9% | +1.0% |
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