+290.1%
NXPI vs FTV
+126.9%
+163.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.3% |
| 7D | -0.5% | +1.4% | -1.8% | -1.4% |
| 30D | +15.0% | +18.3% | -3.3% | +1.0% |
| 3M | +12.6% | +9.8% | +2.7% | +4.4% |
| 6M | -10.6% | +12.3% | -22.9% | -19.0% |
| YTD | +22.1% | +23.1% | -1.0% | +1.0% |
| 1Y | +29.8% | +32.5% | -2.8% | +1.0% |
| 3Y | +47.8% | +38.3% | +9.4% | +11.6% |
| 5Y | +33.9% | +16.8% | +17.0% | +14.5% |
| 10Y | +208.7% | +106.6% | +102.2% | +102.7% |
| All | +290.1% | +126.9% | +163.2% | +150.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling