+33.9%
NXPI vs FTI
+800.3%
-766.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.8% |
| 7D | -0.5% | -3.3% | +2.8% | +0.5% |
| 30D | +15.0% | -7.2% | +22.2% | +17.1% |
| 3M | +12.6% | -12.9% | +25.4% | +16.7% |
| 6M | -10.6% | -7.9% | -2.7% | -9.2% |
| YTD | +22.1% | +45.2% | -23.1% | +9.0% |
| 1Y | +29.8% | +48.1% | -18.3% | +15.1% |
| 3Y | +47.8% | +205.0% | -157.2% | +6.3% |
| 5Y | +33.9% | +838.8% | -805.0% | -29.8% |
| All | +33.9% | +800.3% | -766.5% | -29.8% |
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