+34.1%
NXPI vs FIX
+15.7%
+18.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.4% |
| 7D | +6.8% | +9.4% | -2.7% | +3.6% |
| 30D | +20.0% | -27.8% | +47.8% | +31.5% |
| 3M | +14.8% | -35.6% | +50.4% | +30.3% |
| 6M | -10.5% | -45.2% | +34.8% | +6.6% |
| YTD | +23.7% | +19.5% | +4.3% | +27.0% |
| 1Y | +34.1% | +24.2% | +9.8% | +37.8% |
| All | +34.1% | +15.7% | +18.3% | +37.8% |
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