+1,921.9%
NXPI vs FIX
+10,430.3%
-8,508.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.4% | -3.9% | -0.6% |
| 7D | -4.4% | -17.5% | +13.1% | +2.4% |
| 30D | +5.6% | -41.6% | +47.1% | +29.0% |
| 3M | +7.6% | -40.6% | +48.2% | +29.7% |
| 6M | -17.6% | -49.4% | +31.8% | +5.5% |
| YTD | +15.9% | +9.2% | +6.7% | +6.2% |
| 1Y | +22.4% | +6.5% | +15.9% | +12.5% |
| 3Y | +43.2% | +448.7% | -405.5% | -42.8% |
| 5Y | +21.4% | +948.7% | -927.3% | -65.0% |
| 10Y | +186.8% | +3,659.7% | -3,472.9% | -58.9% |
| All | +1,921.9% | +10,430.3% | -8,508.3% | +42.4% |
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