+1,747.1%
NXPI vs FFIV
+346.3%
+1,400.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | +1.9% | -1.0% | +2.9% | +2.4% |
| 30D | -1.4% | -5.1% | +3.6% | +1.0% |
| 3M | -29.1% | -4.5% | -24.6% | -27.7% |
| 6M | +6.2% | +36.5% | -30.3% | -12.0% |
| YTD | +5.9% | +53.0% | -47.1% | -18.4% |
| 1Y | +2.9% | +24.2% | -21.3% | -11.4% |
| 3Y | +14.5% | +137.2% | -122.7% | -32.2% |
| 5Y | +17.1% | +91.8% | -74.7% | -22.5% |
| 10Y | +193.4% | +215.2% | -21.8% | +43.4% |
| All | +1,747.1% | +346.3% | +1,400.8% | +577.0% |
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