+223.9%
NXPI vs FANG
+182.5%
+41.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.2% | +4.7% | +4.5% |
| 7D | +3.9% | +2.9% | +1.0% | +3.0% |
| 30D | +1.4% | +2.6% | -1.2% | +0.6% |
| 3M | -21.5% | +7.6% | -29.1% | -23.6% |
| 6M | +19.4% | +17.3% | +2.1% | +13.0% |
| YTD | +9.9% | +38.7% | -28.7% | -1.2% |
| 1Y | +7.9% | +51.6% | -43.8% | -5.7% |
| 3Y | +22.7% | +50.0% | -27.3% | +6.4% |
| 5Y | +22.1% | +237.6% | -215.5% | -17.4% |
| All | +223.9% | +182.5% | +41.4% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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