+208.7%
NXPI vs FIVE
+562.8%
-354.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | -0.5% | +7.3% | -7.8% | -2.9% |
| 30D | +15.0% | +18.1% | -3.1% | +8.5% |
| 3M | +12.6% | +7.7% | +4.8% | +9.0% |
| 6M | -10.6% | +13.6% | -24.2% | -15.9% |
| YTD | +22.1% | +34.6% | -12.5% | +7.1% |
| 1Y | +29.8% | +66.2% | -36.5% | +5.2% |
| 3Y | +47.8% | +43.5% | +4.3% | +15.3% |
| 5Y | +33.9% | +20.7% | +13.2% | +7.2% |
| 10Y | +208.7% | +541.5% | -332.7% | +72.9% |
| All | +208.7% | +562.8% | -354.0% | +72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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