+1,747.1%
NXPI vs FIX
+16,565.7%
-14,818.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +0.5% |
| 7D | +1.9% | +6.0% | -4.1% | -0.5% |
| 30D | -1.4% | -7.2% | +5.8% | +1.1% |
| 3M | -29.1% | -15.9% | -13.2% | -24.5% |
| 6M | +6.2% | +12.7% | -6.5% | -0.7% |
| YTD | +5.9% | +72.8% | -66.9% | -17.8% |
| 1Y | +2.9% | +122.9% | -120.0% | -29.9% |
| 3Y | +14.5% | +774.3% | -759.8% | -61.7% |
| 5Y | +17.1% | +2,049.5% | -2,032.4% | -74.6% |
| 10Y | +193.4% | +5,821.5% | -5,628.1% | -64.7% |
| All | +1,747.1% | +16,565.7% | -14,818.6% | +10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling