+211.4%
NXPI vs Z
-5.7%
+217.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | -0.1% |
| 7D | -2.3% | -7.1% | +4.8% | -0.4% |
| 30D | -4.3% | -4.8% | +0.4% | -3.5% |
| 3M | -24.7% | -9.3% | -15.3% | -23.8% |
| 6M | +9.7% | -29.0% | +38.7% | +18.0% |
| YTD | +3.8% | -52.9% | +56.7% | +24.3% |
| 1Y | +1.6% | -63.1% | +64.7% | +30.1% |
| 3Y | +16.0% | -36.9% | +52.9% | +22.1% |
| 5Y | +16.1% | -65.5% | +81.6% | +33.4% |
| 10Y | +211.4% | -3.9% | +215.2% | +162.5% |
| All | +211.4% | -5.7% | +217.1% | +162.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling