+33.3%
NXPI vs Z
-61.0%
+94.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.4% | -0.8% |
| 7D | +9.4% | -4.9% | +14.3% | +9.4% |
| 30D | +18.1% | +3.0% | +15.1% | +18.8% |
| 3M | +15.0% | -13.4% | +28.4% | +14.7% |
| 6M | -8.4% | -27.3% | +18.9% | -7.4% |
| YTD | +24.8% | -57.8% | +82.5% | +33.0% |
| 1Y | +33.3% | -60.0% | +93.3% | +42.7% |
| All | +33.3% | -61.0% | +94.3% | +42.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling