+2,030.0%
NXPI vs XRT
+505.8%
+1,524.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.3% |
| 7D | -0.5% | +4.1% | -4.6% | -4.0% |
| 30D | +15.0% | +9.9% | +5.0% | +5.4% |
| 3M | +12.6% | +2.3% | +10.3% | +9.7% |
| 6M | -10.6% | +9.6% | -20.1% | -18.6% |
| YTD | +22.1% | +9.1% | +12.9% | +11.2% |
| 1Y | +29.8% | +16.2% | +13.5% | +11.6% |
| 3Y | +47.8% | +60.1% | -12.3% | -4.0% |
| 5Y | +33.9% | -0.5% | +34.3% | +30.5% |
| 10Y | +208.7% | +145.1% | +63.6% | +6.0% |
| All | +2,030.0% | +505.8% | +1,524.2% | +149.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling