+22.4%
NXPI vs FGI
+46.9%
-24.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.6% |
| 7D | -4.4% | -7.0% | +2.6% | -4.3% |
| 30D | +5.6% | -4.2% | +9.8% | +5.6% |
| 3M | +7.6% | +55.6% | -48.0% | +6.2% |
| 6M | -17.6% | -3.2% | -14.4% | -18.0% |
| YTD | +15.9% | +29.1% | -13.2% | +15.0% |
| 1Y | +22.4% | +51.0% | -28.6% | +27.5% |
| All | +22.4% | +46.9% | -24.5% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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