+211.4%
NXPI vs FTV
+78.2%
+133.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.7% |
| 7D | -2.3% | -1.3% | -1.0% | -1.3% |
| 30D | -4.3% | -9.5% | +5.2% | +3.2% |
| 3M | -24.7% | -10.9% | -13.8% | -18.2% |
| 6M | +9.7% | -0.6% | +10.4% | +8.8% |
| YTD | +3.8% | +1.4% | +2.3% | -0.3% |
| 1Y | +1.6% | +17.6% | -16.0% | -13.8% |
| 3Y | +16.0% | -3.3% | +19.3% | +15.5% |
| 5Y | +16.1% | -0.1% | +16.3% | +12.5% |
| 10Y | +211.4% | +82.5% | +128.9% | +156.0% |
| All | +211.4% | +78.2% | +133.2% | +156.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling