+2,030.0%
NXPI vs FDS
+415.3%
+1,614.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | -0.5% | -2.0% | +1.5% | +0.5% |
| 30D | +15.0% | +13.5% | +1.5% | +6.8% |
| 3M | +12.6% | +15.2% | -2.6% | +2.0% |
| 6M | -10.6% | +47.0% | -57.6% | -33.6% |
| YTD | +22.1% | +13.9% | +8.2% | +3.4% |
| 1Y | +29.8% | +25.2% | +4.6% | +2.2% |
| 3Y | +47.8% | -25.3% | +73.1% | +61.5% |
| 5Y | +33.9% | -23.3% | +57.2% | +41.1% |
| 10Y | +208.7% | +126.0% | +82.7% | +34.2% |
| All | +2,030.0% | +415.3% | +1,614.7% | +310.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling