+212.4%
NXPI vs XRT
+136.4%
+76.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.1% |
| 7D | +6.8% | +1.7% | +5.0% | +5.3% |
| 30D | +20.0% | +7.5% | +12.5% | +13.2% |
| 3M | +14.8% | +2.2% | +12.6% | +12.3% |
| 6M | -10.5% | +14.7% | -25.1% | -20.3% |
| YTD | +23.7% | +7.5% | +16.2% | +15.5% |
| 1Y | +34.1% | +14.1% | +19.9% | +19.3% |
| 3Y | +51.2% | +58.8% | -7.5% | +5.3% |
| 5Y | +33.4% | -3.9% | +37.3% | +32.6% |
| All | +212.4% | +136.4% | +76.1% | +33.2% |
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