+43.2%
NXPI vs FIX
+448.6%
-405.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.4% | -3.9% | 0.0% |
| 7D | -4.4% | -17.5% | +13.1% | +0.5% |
| 30D | +5.6% | -41.6% | +47.1% | +22.4% |
| 3M | +7.6% | -40.6% | +48.2% | +23.6% |
| 6M | -17.6% | -49.4% | +31.8% | -0.9% |
| YTD | +15.9% | +9.2% | +6.7% | +11.7% |
| 1Y | +22.4% | +6.5% | +15.9% | +18.3% |
| 3Y | +43.2% | +448.7% | -405.5% | -25.5% |
| All | +43.2% | +448.6% | -405.4% | -25.5% |
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