+195.8%
NXPI vs XRT
+123.1%
+72.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.4% | -0.1% |
| 7D | +0.7% | -0.3% | +0.9% | +0.9% |
| 30D | -6.6% | -5.6% | -1.0% | -2.5% |
| 3M | -25.4% | +2.5% | -28.0% | -27.4% |
| 6M | +11.9% | +3.7% | +8.3% | +7.9% |
| YTD | +4.0% | +1.0% | +3.1% | +2.3% |
| 1Y | +1.0% | -1.2% | +2.2% | +1.1% |
| 3Y | +16.3% | +43.4% | -27.0% | -11.9% |
| 5Y | +17.7% | -0.7% | +18.4% | +15.3% |
| 10Y | +195.8% | +123.7% | +72.1% | +37.8% |
| All | +195.8% | +123.1% | +72.7% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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