+95.1%
F vs NXPI
+195.1%
-100.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.0% |
| 7D | +5.3% | +1.9% | +3.4% | +4.6% |
| 30D | +4.6% | -1.4% | +6.0% | +5.1% |
| 3M | -3.7% | -29.1% | +25.4% | +8.6% |
| 6M | +16.8% | +6.2% | +10.6% | +9.9% |
| YTD | +15.3% | +5.9% | +9.4% | +8.0% |
| 1Y | +31.0% | +2.9% | +28.1% | +23.3% |
| 3Y | +45.4% | +14.5% | +30.9% | +24.2% |
| 5Y | +54.7% | +17.1% | +37.6% | +27.8% |
| All | +95.1% | +195.1% | -100.0% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NXPI.
Daily Out/Under-Performance
Portfolio return minus NXPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXPI 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 NXPI 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