+17.1%
NXPI vs FIVE
+31.2%
-14.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.1% | -3.8% | -0.4% |
| 7D | +1.9% | +4.3% | -2.4% | +0.5% |
| 30D | -1.4% | +12.5% | -13.9% | -5.5% |
| 3M | -29.1% | +31.2% | -60.3% | -35.5% |
| 6M | +6.2% | +14.4% | -8.2% | -0.3% |
| YTD | +5.9% | +33.9% | -28.0% | -6.2% |
| 1Y | +2.9% | +65.1% | -62.2% | -15.7% |
| 3Y | +14.5% | +49.0% | -34.5% | -11.4% |
| All | +17.1% | +31.2% | -14.1% | -8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling