+52.5%
NXPI vs XYZ
+61.5%
-9.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | +0.3% |
| 7D | +9.4% | -2.1% | +11.5% | +10.0% |
| 30D | +18.1% | +7.0% | +11.1% | +15.5% |
| 3M | +15.0% | +5.1% | +9.9% | +12.8% |
| 6M | -8.4% | +14.1% | -22.5% | -12.9% |
| YTD | +24.8% | +26.4% | -1.6% | +13.8% |
| 1Y | +33.3% | +25.1% | +8.2% | +21.4% |
| All | +52.5% | +61.5% | -9.0% | +20.9% |
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