+450.2%
NXPI vs USFR
+27.5%
+422.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.2% |
| 7D | +1.9% | +0.1% | +1.8% | +1.9% |
| 30D | -1.4% | +0.3% | -1.7% | -1.7% |
| 3M | -29.1% | +1.0% | -30.0% | -29.7% |
| 6M | +6.2% | +1.9% | +4.3% | +4.2% |
| YTD | +5.9% | +2.6% | +3.3% | +3.2% |
| 1Y | +2.9% | +4.0% | -1.1% | -1.0% |
| 3Y | +14.5% | +14.1% | +0.4% | 0.0% |
| 5Y | +17.1% | +20.4% | -3.4% | -3.6% |
| 10Y | +193.4% | +28.0% | +165.4% | +127.4% |
| All | +450.2% | +27.5% | +422.7% | +321.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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