+16.3%
NXPI vs FTV
-3.2%
+19.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -1.0% | -1.2% |
| 7D | +0.7% | -0.4% | +1.1% | +0.9% |
| 30D | -6.6% | -8.3% | +1.7% | -0.4% |
| 3M | -25.4% | -7.4% | -18.0% | -21.6% |
| 6M | +11.9% | -1.2% | +13.1% | +11.1% |
| YTD | +4.0% | +2.7% | +1.3% | -1.8% |
| 1Y | +1.0% | +18.4% | -17.4% | -17.0% |
| 3Y | +16.3% | -2.0% | +18.4% | +10.1% |
| All | +16.3% | -3.2% | +19.5% | +10.1% |
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