+195.8%
NXPI vs FFIV
+224.0%
-28.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | +0.7% | -1.5% | +2.2% | +1.6% |
| 30D | -6.6% | -2.7% | -4.0% | -5.5% |
| 3M | -25.4% | -1.7% | -23.7% | -25.4% |
| 6M | +11.9% | +36.1% | -24.2% | -9.4% |
| YTD | +4.0% | +52.6% | -48.6% | -22.4% |
| 1Y | +1.0% | +21.5% | -20.5% | -13.5% |
| 3Y | +16.3% | +142.7% | -126.4% | -37.2% |
| 5Y | +17.7% | +92.6% | -74.9% | -27.7% |
| 10Y | +195.8% | +225.5% | -29.7% | +42.3% |
| All | +195.8% | +224.0% | -28.2% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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