+2,030.0%
NXPI vs FITB
+595.6%
+1,434.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.2% |
| 7D | -0.5% | +0.5% | -1.0% | -0.7% |
| 30D | +15.0% | +7.0% | +8.0% | +10.7% |
| 3M | +12.6% | -4.4% | +16.9% | +15.6% |
| 6M | -10.6% | +11.6% | -22.1% | -16.4% |
| YTD | +22.1% | +18.6% | +3.5% | +9.4% |
| 1Y | +29.8% | +29.8% | -0.1% | +10.3% |
| 3Y | +47.8% | +140.7% | -92.9% | -12.3% |
| 5Y | +33.9% | +48.6% | -14.8% | +0.7% |
| 10Y | +208.7% | +224.4% | -15.7% | +21.9% |
| All | +2,030.0% | +595.6% | +1,434.4% | +357.0% |
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