+33.3%
NXPI vs XRT
+12.4%
+20.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | +0.2% |
| 7D | +9.4% | -0.4% | +9.8% | +9.6% |
| 30D | +18.1% | +7.5% | +10.6% | +13.7% |
| 3M | +15.0% | +2.3% | +12.7% | +13.5% |
| 6M | -8.4% | +12.8% | -21.3% | -15.8% |
| YTD | +24.8% | +7.1% | +17.7% | +16.9% |
| 1Y | +33.3% | +12.3% | +21.0% | +21.5% |
| All | +33.3% | +12.4% | +20.9% | +21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling