+200.5%
NXPI vs FE
+108.0%
+92.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.4% | +2.9% | +3.1% |
| 7D | -0.3% | -1.1% | +0.8% | 0.0% |
| 30D | +12.7% | +4.6% | +8.1% | +11.0% |
| 3M | +7.5% | -0.8% | +8.3% | +7.6% |
| 6M | -12.3% | +7.3% | -19.6% | -14.6% |
| YTD | +19.7% | +8.3% | +11.4% | +15.7% |
| 1Y | +27.6% | +5.7% | +21.9% | +24.2% |
| 3Y | +50.0% | +49.0% | +0.9% | +26.4% |
| 5Y | +27.2% | +49.2% | -22.0% | +6.2% |
| 10Y | +200.5% | +110.7% | +89.8% | +151.6% |
| All | +200.5% | +108.0% | +92.5% | +151.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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