+31.9%
NXPI vs FIX
+14.3%
+17.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -15.1% | +15.9% | +5.4% |
| 7D | +5.3% | -18.9% | +24.2% | +11.6% |
| 30D | +9.5% | -36.3% | +45.8% | +25.4% |
| 3M | +12.0% | -38.5% | +50.6% | +29.3% |
| 6M | -8.1% | -42.3% | +34.1% | +8.4% |
| YTD | +23.7% | +17.1% | +6.6% | +25.6% |
| 1Y | +31.9% | +14.4% | +17.5% | +34.8% |
| All | +31.9% | +14.3% | +17.7% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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