+51.2%
NXPI vs FGI
-16.0%
+67.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -25.2% | +24.4% | -0.5% |
| 7D | +6.8% | -14.4% | +21.2% | +6.9% |
| 30D | +20.0% | -11.8% | +31.8% | +20.2% |
| 3M | +14.8% | -46.2% | +61.1% | +15.4% |
| 6M | -10.5% | +5.2% | -15.6% | -11.2% |
| YTD | +23.7% | +10.5% | +13.2% | +22.4% |
| 1Y | +34.1% | +25.5% | +8.6% | +32.4% |
| 3Y | +51.2% | -16.0% | +67.2% | +52.5% |
| All | +51.2% | -16.0% | +67.2% | +52.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling