+208.7%
NXPI vs FIX
+3,723.8%
-3,515.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.2% |
| 7D | -0.5% | -13.9% | +13.5% | +4.3% |
| 30D | +15.0% | -35.5% | +50.5% | +33.1% |
| 3M | +12.6% | -33.9% | +46.5% | +28.3% |
| 6M | -10.6% | -43.3% | +32.7% | +7.5% |
| YTD | +22.1% | +18.7% | +3.4% | +9.7% |
| 1Y | +29.8% | +13.8% | +16.0% | +17.7% |
| 3Y | +47.8% | +495.0% | -447.2% | -38.8% |
| 5Y | +33.9% | +1,049.0% | -1,015.2% | -59.7% |
| 10Y | +208.7% | +3,644.4% | -3,435.7% | -37.9% |
| All | +208.7% | +3,723.8% | -3,515.1% | -37.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling