+1,921.9%
NXPI vs FE
+154.3%
+1,767.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +2.0% |
| 7D | -4.4% | -1.0% | -3.3% | -4.1% |
| 30D | +5.6% | +4.1% | +1.4% | +4.1% |
| 3M | +7.6% | -1.0% | +8.6% | +7.9% |
| 6M | -17.6% | +4.0% | -21.6% | -18.9% |
| YTD | +15.9% | +6.8% | +9.1% | +12.6% |
| 1Y | +22.4% | +5.3% | +17.1% | +19.2% |
| 3Y | +43.2% | +44.6% | -1.3% | +22.5% |
| 5Y | +21.4% | +44.2% | -22.8% | +3.0% |
| 10Y | +186.8% | +107.3% | +79.5% | +114.2% |
| All | +1,921.9% | +154.3% | +1,767.6% | +1,164.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling