+34.5%
NXPI vs XYZ
-64.0%
+98.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | +0.4% |
| 7D | +9.4% | -2.1% | +11.5% | +10.0% |
| 30D | +18.1% | +7.0% | +11.1% | +15.3% |
| 3M | +15.0% | +5.1% | +9.9% | +12.6% |
| 6M | -8.4% | +14.1% | -22.5% | -13.1% |
| YTD | +24.8% | +26.4% | -1.6% | +13.0% |
| 1Y | +33.3% | +25.1% | +8.2% | +20.6% |
| 3Y | +51.0% | +59.7% | -8.7% | +19.3% |
| 5Y | +34.5% | -63.8% | +98.3% | +45.7% |
| All | +34.5% | -64.0% | +98.5% | +45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling