+47.8%
NXPI vs FTV
+38.5%
+9.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.3% |
| 7D | -0.5% | +1.4% | -1.8% | -1.3% |
| 30D | +15.0% | +18.3% | -3.3% | +1.4% |
| 3M | +12.6% | +9.8% | +2.7% | +4.8% |
| 6M | -10.6% | +12.3% | -22.9% | -18.7% |
| YTD | +22.1% | +23.1% | -1.0% | +0.4% |
| 1Y | +29.8% | +32.5% | -2.8% | -0.8% |
| 3Y | +47.8% | +38.3% | +9.4% | +4.5% |
| All | +47.8% | +38.5% | +9.3% | +4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling