+200.5%
NXPI vs FIX
+4,032.2%
-3,831.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +9.4% | -6.1% | -0.2% |
| 7D | -0.3% | -7.2% | +6.9% | +1.5% |
| 30D | +12.7% | -35.1% | +47.8% | +30.1% |
| 3M | +7.5% | -34.3% | +41.7% | +22.7% |
| 6M | -12.3% | -42.9% | +30.6% | +5.1% |
| YTD | +19.7% | +19.5% | +0.2% | +7.4% |
| 1Y | +27.6% | +16.8% | +10.8% | +14.6% |
| 3Y | +50.0% | +506.7% | -456.8% | -38.3% |
| 5Y | +27.2% | +1,046.7% | -1,019.5% | -61.6% |
| 10Y | +200.5% | +3,800.0% | -3,599.5% | -39.2% |
| All | +200.5% | +4,032.2% | -3,831.7% | -39.2% |
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