+2.9%
NXPI vs FANG
+43.7%
-40.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.3% |
| 7D | +1.9% | +0.8% | +1.1% | +1.9% |
| 30D | -1.4% | +7.6% | -9.0% | -1.7% |
| 3M | -29.1% | -1.3% | -27.8% | -28.7% |
| 6M | +6.2% | +14.7% | -8.5% | +5.3% |
| YTD | +5.9% | +34.8% | -28.9% | +3.2% |
| 1Y | +2.9% | +42.9% | -40.0% | -0.5% |
| All | +2.9% | +43.7% | -40.9% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 1y: compounded portfolio wealth divided by compounded FANG 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…
1y analysis · Full analysis span regression · 6 months rolling