+39.4%
NXPI vs FGI
-70.6%
+110.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.6% |
| 7D | -4.4% | -7.0% | +2.6% | -4.2% |
| 30D | +5.6% | -4.2% | +9.8% | +5.6% |
| 3M | +7.6% | +55.6% | -48.0% | +5.4% |
| 6M | -17.6% | -3.2% | -14.4% | -18.6% |
| YTD | +15.9% | +29.1% | -13.2% | +12.6% |
| 1Y | +22.4% | +51.0% | -28.6% | +18.0% |
| 3Y | +43.2% | +1.5% | +41.7% | +36.3% |
| All | +39.4% | -70.6% | +110.0% | +42.1% |
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