+1,134.0%
NXPI vs FIVE
+822.5%
+311.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.8% |
| 6M | -17.6% | +2.6% | -20.2% | -19.4% |
| YTD | +15.9% | +27.6% | -11.7% | +5.0% |
| 1Y | +22.4% | +59.9% | -37.6% | +2.9% |
| 3Y | +43.2% | +35.8% | +7.5% | +17.0% |
| 5Y | +21.4% | +14.4% | +7.0% | +1.4% |
| 10Y | +186.8% | +576.1% | -389.3% | +51.2% |
| All | +1,134.0% | +822.5% | +311.5% | +456.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling