+51.2%
NXPI vs Z
-18.1%
+69.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -1.5% |
| 7D | +6.8% | +0.8% | +5.9% | +6.5% |
| 30D | +20.0% | +5.2% | +14.9% | +18.3% |
| 3M | +14.8% | -17.0% | +31.9% | +18.4% |
| 6M | -10.5% | -22.7% | +12.2% | -6.5% |
| YTD | +23.7% | -56.3% | +80.0% | +50.0% |
| 1Y | +34.1% | -57.7% | +91.7% | +63.5% |
| 3Y | +51.2% | -16.5% | +67.8% | +51.3% |
| All | +51.2% | -18.1% | +69.3% | +51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling