+34.1%
NXPI vs FDS
+25.7%
+8.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | +6.8% | +1.5% | +5.3% | +7.0% |
| 30D | +20.0% | +14.8% | +5.2% | +22.7% |
| 3M | +14.8% | +16.3% | -1.5% | +18.2% |
| 6M | -10.5% | +66.2% | -76.7% | -4.8% |
| YTD | +23.7% | +16.2% | +7.5% | +45.0% |
| 1Y | +34.1% | +21.8% | +12.2% | +56.1% |
| All | +34.1% | +25.7% | +8.4% | +56.1% |
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