+238.3%
NXPI vs FTV
+90.8%
+147.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.2% | +2.0% |
| 7D | +1.9% | -4.5% | +6.4% | +5.5% |
| 30D | -1.4% | -7.1% | +5.6% | +4.1% |
| 3M | -29.1% | -7.2% | -21.9% | -25.5% |
| 6M | +6.2% | -1.5% | +7.7% | +6.1% |
| YTD | +5.9% | +3.5% | +2.4% | +0.2% |
| 1Y | +2.9% | +20.3% | -17.5% | -14.1% |
| 3Y | +14.5% | -3.1% | +17.6% | +13.9% |
| 5Y | +17.1% | +2.3% | +14.7% | +11.3% |
| 10Y | +193.4% | +76.3% | +117.0% | +121.7% |
| All | +238.3% | +90.8% | +147.5% | +148.1% |
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 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