+1,714.9%
NXPI vs XHB
+688.8%
+1,026.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | +0.5% |
| 7D | +0.7% | +0.2% | +0.5% | +0.5% |
| 30D | -6.6% | -9.1% | +2.5% | +1.6% |
| 3M | -25.4% | -2.3% | -23.1% | -24.6% |
| 6M | +11.9% | -4.1% | +16.0% | +14.1% |
| YTD | +4.0% | -1.7% | +5.7% | +3.0% |
| 1Y | +1.0% | -15.1% | +16.1% | +14.3% |
| 3Y | +16.3% | +26.8% | -10.5% | -12.1% |
| 5Y | +17.7% | +37.3% | -19.6% | -18.1% |
| 10Y | +195.8% | +205.7% | -9.8% | -9.4% |
| All | +1,714.9% | +688.8% | +1,026.2% | +113.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling