+1,988.1%
NXPI vs FITB
+597.8%
+1,390.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.5% | +0.8% | +1.8% |
| 7D | -0.3% | -1.1% | +0.8% | +0.4% |
| 30D | +12.7% | +7.3% | +5.4% | +8.3% |
| 3M | +7.5% | -4.0% | +11.4% | +10.1% |
| 6M | -12.3% | +11.9% | -24.2% | -18.2% |
| YTD | +19.7% | +19.0% | +0.7% | +7.0% |
| 1Y | +27.6% | +31.0% | -3.5% | +7.9% |
| 3Y | +50.0% | +143.8% | -93.8% | -11.6% |
| 5Y | +27.2% | +48.9% | -21.7% | -4.4% |
| 10Y | +200.5% | +236.6% | -36.1% | +15.6% |
| All | +1,988.1% | +597.8% | +1,390.3% | +347.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling