+186.7%
NXPI vs FIVE
+563.4%
-376.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | -4.4% | -0.3% | -4.1% | -4.3% |
| 30D | +5.6% | +17.7% | -12.1% | -0.3% |
| 3M | +7.6% | +4.0% | +3.6% | +5.5% |
| 6M | -17.6% | +2.6% | -20.2% | -19.6% |
| YTD | +15.9% | +27.6% | -11.7% | +3.6% |
| 1Y | +22.4% | +59.9% | -37.6% | +0.6% |
| 3Y | +43.2% | +35.8% | +7.5% | +14.0% |
| 5Y | +21.4% | +14.4% | +7.0% | -1.0% |
| All | +186.7% | +563.4% | -376.7% | +65.1% |
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