+53.8%
NXPI vs FIX
+529.6%
-475.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.0% | -2.0% | +1.5% |
| 7D | +1.7% | +6.4% | -4.7% | -0.3% |
| 30D | +19.7% | -29.1% | +48.8% | +30.9% |
| 3M | +14.5% | -31.1% | +45.7% | +25.8% |
| 6M | -11.2% | -42.8% | +31.6% | +2.8% |
| YTD | +25.8% | +24.6% | +1.2% | +16.5% |
| 1Y | +35.2% | +21.9% | +13.3% | +25.4% |
| All | +53.8% | +529.6% | -475.8% | -22.3% |
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