+1,921.9%
NXPI vs FFIV
+255.3%
+1,666.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -4.4% | -8.1% | +3.8% | +0.4% |
| 30D | +5.6% | -33.4% | +38.9% | +29.8% |
| 3M | +7.6% | -24.7% | +32.4% | +22.6% |
| 6M | -17.6% | -8.8% | -8.7% | -16.2% |
| YTD | +15.9% | +21.8% | -5.9% | -0.9% |
| 1Y | +22.4% | +25.3% | -2.9% | +2.8% |
| 3Y | +43.2% | +101.2% | -57.9% | -9.3% |
| 5Y | +21.4% | +40.2% | -18.8% | -6.4% |
| 10Y | +186.8% | +129.0% | +57.8% | +63.5% |
| All | +1,921.9% | +255.3% | +1,666.7% | +721.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling