+2,030.0%
NXPI vs FTI
+196.3%
+1,833.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.7% |
| 7D | -0.5% | -3.3% | +2.8% | +0.8% |
| 30D | +15.0% | -7.2% | +22.2% | +17.7% |
| 3M | +12.6% | -12.9% | +25.4% | +17.9% |
| 6M | -10.6% | -7.9% | -2.7% | -8.8% |
| YTD | +22.1% | +45.2% | -23.1% | +4.8% |
| 1Y | +29.8% | +48.1% | -18.3% | +10.5% |
| 3Y | +47.8% | +205.0% | -157.2% | -7.0% |
| 5Y | +33.9% | +838.8% | -805.0% | -49.7% |
| 10Y | +208.7% | +174.8% | +33.9% | +54.5% |
| All | +2,030.0% | +196.3% | +1,833.7% | +758.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling