+17.1%
NXPI vs FDS
-17.4%
+34.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.5% | +4.8% | +2.1% |
| 7D | +1.9% | -1.9% | +3.8% | +2.3% |
| 30D | -1.4% | +9.0% | -10.4% | -3.7% |
| 3M | -29.1% | +18.9% | -47.9% | -32.9% |
| 6M | +6.2% | +35.1% | -28.9% | -6.2% |
| YTD | +5.9% | +5.5% | +0.4% | +5.3% |
| 1Y | +2.9% | -16.8% | +19.7% | +15.8% |
| 3Y | +14.5% | -28.1% | +42.6% | +37.8% |
| All | +17.1% | -17.4% | +34.5% | +54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling