+200.5%
NXPI vs FDS
+135.1%
+65.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.6% | +3.4% |
| 7D | -0.3% | -5.0% | +4.6% | +1.6% |
| 30D | +12.7% | +13.8% | -1.1% | +6.4% |
| 3M | +7.5% | +14.8% | -7.4% | -0.2% |
| 6M | -12.3% | +47.4% | -59.7% | -30.6% |
| YTD | +19.7% | +14.2% | +5.5% | +6.7% |
| 1Y | +27.6% | +26.6% | +0.9% | +6.1% |
| 3Y | +50.0% | -24.4% | +74.4% | +67.2% |
| 5Y | +27.2% | -22.6% | +49.8% | +37.9% |
| 10Y | +200.5% | +130.0% | +70.5% | +102.0% |
| All | +200.5% | +135.1% | +65.4% | +102.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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