+34.7%
NXPI vs FTI
+886.2%
-851.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -1.4% |
| 7D | +6.8% | +4.3% | +2.5% | +5.5% |
| 30D | +20.0% | -4.7% | +24.7% | +21.3% |
| 3M | +14.8% | -13.5% | +28.3% | +19.3% |
| 6M | -10.5% | -8.7% | -1.7% | -8.8% |
| YTD | +23.7% | +49.0% | -25.3% | +9.6% |
| 1Y | +34.1% | +54.0% | -20.0% | +17.6% |
| 3Y | +51.2% | +211.6% | -160.4% | +8.1% |
| All | +34.7% | +886.2% | -851.4% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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