+15.8%
NXPI vs FIX
+782.4%
-766.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +0.7% |
| 7D | +1.9% | +6.0% | -4.1% | +0.1% |
| 30D | -1.4% | -7.2% | +5.8% | +0.5% |
| 3M | -29.1% | -15.9% | -13.2% | -25.7% |
| 6M | +6.2% | +12.7% | -6.5% | +2.3% |
| YTD | +5.9% | +72.8% | -66.9% | -9.5% |
| 1Y | +2.9% | +122.9% | -120.0% | -19.3% |
| All | +15.8% | +782.4% | -766.6% | -42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling