+53.8%
NXPI vs FIVE
+42.3%
+11.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.1% | +4.1% | +3.3% |
| 7D | +1.7% | -0.5% | +2.2% | +1.9% |
| 30D | +19.7% | +17.4% | +2.3% | +14.9% |
| 3M | +14.5% | +7.0% | +7.5% | +12.1% |
| 6M | -11.2% | +20.5% | -31.7% | -16.3% |
| YTD | +25.8% | +33.1% | -7.3% | +14.4% |
| 1Y | +35.2% | +67.1% | -31.9% | +15.1% |
| All | +53.8% | +42.3% | +11.5% | +10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling