+51.3%
NXPI vs FGI
-68.3%
+119.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.9% | -2.8% | +2.9% |
| 7D | +1.7% | +6.9% | -5.2% | +1.6% |
| 30D | +19.7% | +3.9% | +15.7% | +19.6% |
| 3M | +14.5% | +74.3% | -59.8% | +11.9% |
| 6M | -11.2% | +28.9% | -40.2% | -12.9% |
| YTD | +25.8% | +39.1% | -13.3% | +22.1% |
| 1Y | +35.2% | +49.3% | -14.1% | +30.4% |
| 3Y | +52.3% | +5.7% | +46.5% | +45.2% |
| All | +51.3% | -68.3% | +119.6% | +54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling