+34.5%
NXPI vs FIVE
+18.5%
+16.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.4% |
| 7D | +9.4% | +2.4% | +6.9% | +8.5% |
| 30D | +18.1% | +15.8% | +2.3% | +12.6% |
| 3M | +15.0% | +3.8% | +11.2% | +13.0% |
| 6M | -8.4% | +18.5% | -27.0% | -14.6% |
| YTD | +24.8% | +31.2% | -6.5% | +11.1% |
| 1Y | +33.3% | +61.8% | -28.5% | +10.0% |
| 3Y | +51.0% | +39.9% | +11.1% | +20.2% |
| 5Y | +34.5% | +18.3% | +16.2% | +8.6% |
| All | +34.5% | +18.5% | +16.0% | +8.6% |
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