+33.9%
NXPI vs FN
+194.7%
-160.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.8% | +6.8% | +3.5% |
| 7D | -0.5% | -4.1% | +3.6% | +0.2% |
| 30D | +15.0% | -28.3% | +43.3% | +25.6% |
| 3M | +12.6% | -33.9% | +46.4% | +24.2% |
| 6M | -10.6% | -43.9% | +33.3% | +2.4% |
| YTD | +22.1% | -23.4% | +45.5% | +21.3% |
| 1Y | +29.8% | -25.4% | +55.2% | +28.7% |
| 3Y | +47.8% | +107.9% | -60.1% | -10.9% |
| 5Y | +33.9% | +195.1% | -161.2% | -36.1% |
| All | +33.9% | +194.7% | -160.9% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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