+200.5%
NXPI vs FFIV
+132.4%
+68.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.2% | +1.1% | +1.9% |
| 7D | -0.3% | -2.1% | +1.8% | +1.1% |
| 30D | +12.7% | -33.8% | +46.5% | +42.3% |
| 3M | +7.5% | -20.6% | +28.1% | +19.6% |
| 6M | -12.3% | -10.2% | -2.1% | -10.5% |
| YTD | +19.7% | +24.5% | -4.8% | -2.4% |
| 1Y | +27.6% | +29.3% | -1.7% | +1.3% |
| 3Y | +50.0% | +103.8% | -53.8% | -13.8% |
| 5Y | +27.2% | +40.9% | -13.7% | -8.7% |
| 10Y | +200.5% | +126.6% | +73.9% | +56.4% |
| All | +200.5% | +132.4% | +68.1% | +56.4% |
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