+211.4%
NXPI vs FITB
+282.4%
-71.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.3% | +0.1% |
| 7D | -2.3% | -0.4% | -1.9% | -2.1% |
| 30D | -4.3% | -5.1% | +0.8% | -1.7% |
| 3M | -24.7% | +3.5% | -28.2% | -26.3% |
| 6M | +9.7% | +17.2% | -7.5% | +0.4% |
| YTD | +3.8% | +17.6% | -13.9% | -5.7% |
| 1Y | +1.6% | +23.4% | -21.7% | -10.1% |
| 3Y | +16.0% | +129.7% | -113.7% | -25.6% |
| 5Y | +16.1% | +68.4% | -52.3% | -15.1% |
| 10Y | +211.4% | +285.6% | -74.3% | +68.1% |
| All | +211.4% | +282.4% | -71.0% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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