+16.1%
NXPI vs XYZ
+48.5%
-32.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -0.8% |
| 7D | +0.7% | +2.9% | -2.2% | -0.2% |
| 30D | -6.6% | +1.4% | -8.0% | -7.1% |
| 3M | -25.4% | +14.6% | -40.0% | -28.8% |
| 6M | +11.9% | +20.8% | -8.8% | +4.5% |
| YTD | +4.0% | +23.1% | -19.0% | -4.2% |
| 1Y | +1.0% | +5.6% | -4.6% | -2.6% |
| All | +16.1% | +48.5% | -32.4% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 3y: compounded portfolio wealth divided by compounded XYZ 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…
3y analysis · Full analysis span regression · 6 months rolling