+27.3%
NXPI vs FGI
-70.4%
+97.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.5% | -6.3% | +1.1% |
| 7D | +1.9% | +0.5% | +1.4% | +1.9% |
| 30D | -1.4% | +65.4% | -66.8% | -3.6% |
| 3M | -29.1% | +23.5% | -52.6% | -30.2% |
| 6M | +6.2% | +60.5% | -54.3% | +2.8% |
| YTD | +5.9% | +30.0% | -24.1% | +3.0% |
| 1Y | +2.9% | +82.1% | -79.2% | -2.6% |
| 3Y | +14.5% | -4.4% | +18.9% | +9.6% |
| All | +27.3% | -70.4% | +97.7% | +29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling