+31.9%
NXPI vs FDS
+31.1%
+0.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.0% | +1.3% |
| 7D | +5.3% | +9.4% | -4.1% | +6.9% |
| 30D | +9.5% | +23.8% | -14.3% | +13.5% |
| 3M | +12.0% | +25.1% | -13.1% | +16.8% |
| 6M | -8.1% | +53.8% | -61.9% | -1.2% |
| YTD | +23.7% | +19.6% | +4.1% | +43.1% |
| 1Y | +31.9% | +31.6% | +0.3% | +53.7% |
| All | +31.9% | +31.1% | +0.8% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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