+188.9%
NXPI vs Z
+6.9%
+182.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +2.2% |
| 7D | -4.4% | -4.6% | +0.2% | -3.3% |
| 30D | +5.6% | +8.3% | -2.8% | +2.6% |
| 3M | +7.6% | -11.6% | +19.2% | +9.8% |
| 6M | -17.6% | -33.6% | +16.1% | -10.0% |
| YTD | +15.9% | -56.7% | +72.6% | +40.4% |
| 1Y | +22.4% | -59.1% | +81.5% | +50.4% |
| 3Y | +43.2% | -20.4% | +63.6% | +40.1% |
| 5Y | +21.4% | -55.3% | +76.6% | +31.5% |
| 10Y | +186.8% | -14.2% | +201.0% | +127.7% |
| All | +188.9% | +6.9% | +182.1% | +106.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling