+17.7%
NXPI vs FITB
+71.1%
-53.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.1% | -1.4% |
| 7D | +0.7% | +2.8% | -2.2% | -0.9% |
| 30D | -6.6% | -4.5% | -2.1% | -4.3% |
| 3M | -25.4% | +5.7% | -31.1% | -28.0% |
| 6M | +11.9% | +17.1% | -5.2% | +1.6% |
| YTD | +4.0% | +18.3% | -14.3% | -6.7% |
| 1Y | +1.0% | +23.9% | -22.9% | -12.0% |
| 3Y | +16.3% | +131.1% | -114.8% | -27.4% |
| 5Y | +17.7% | +71.1% | -53.4% | -11.4% |
| All | +17.7% | +71.1% | -53.4% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling