+16.1%
NXPI vs FTI
+1,177.2%
-1,161.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -2.3% | -2.3% | +0.1% | -1.6% |
| 30D | -4.3% | +5.0% | -9.4% | -5.7% |
| 3M | -24.7% | +13.8% | -38.5% | -27.6% |
| 6M | +9.7% | +22.9% | -13.1% | +3.1% |
| YTD | +3.8% | +75.0% | -71.2% | -11.5% |
| 1Y | +1.6% | +96.9% | -95.3% | -16.4% |
| 3Y | +16.0% | +276.7% | -260.7% | -20.3% |
| 5Y | +16.1% | +1,157.0% | -1,140.9% | -43.8% |
| All | +16.1% | +1,177.2% | -1,161.1% | -43.8% |
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