+198.6%
NXPI vs FIVE
+477.5%
-278.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.1% | -3.8% | -0.5% |
| 7D | +1.9% | +4.3% | -2.4% | +0.4% |
| 30D | -1.4% | +12.5% | -13.9% | -5.7% |
| 3M | -29.1% | +31.2% | -60.3% | -35.8% |
| 6M | +6.2% | +14.4% | -8.2% | -0.6% |
| YTD | +5.9% | +33.9% | -28.0% | -6.5% |
| 1Y | +2.9% | +65.1% | -62.2% | -16.1% |
| 3Y | +14.5% | +49.0% | -34.5% | -11.6% |
| 5Y | +17.1% | +30.3% | -13.2% | -8.5% |
| All | +198.6% | +477.5% | -278.9% | +66.3% |
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