+31.2%
NXPI vs FIX
+15.7%
+15.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.2% |
| 7D | -0.5% | -13.9% | +13.5% | +3.5% |
| 30D | +15.0% | -35.5% | +50.5% | +30.9% |
| 3M | +12.6% | -33.9% | +46.5% | +26.3% |
| 6M | -10.6% | -43.3% | +32.7% | +5.5% |
| YTD | +22.1% | +18.7% | +3.4% | +25.0% |
| All | +31.2% | +15.7% | +15.5% | +35.4% |
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