+548.4%
NXPI vs USFR
+28.6%
+519.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +9.4% | +0.1% | +9.3% | +9.3% |
| 30D | +18.1% | +0.4% | +17.7% | +17.7% |
| 3M | +15.0% | +1.0% | +14.0% | +13.9% |
| 6M | -8.4% | +2.0% | -10.5% | -10.2% |
| YTD | +24.8% | +3.4% | +21.3% | +20.7% |
| 1Y | +33.3% | +4.1% | +29.2% | +28.2% |
| 3Y | +51.0% | +14.4% | +36.6% | +31.7% |
| 5Y | +34.5% | +21.4% | +13.1% | +10.0% |
| 10Y | +211.8% | +28.5% | +183.3% | +140.9% |
| All | +548.4% | +28.6% | +519.8% | +392.6% |
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