+33.3%
NXPI vs FN
-21.9%
+55.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | +0.1% |
| 7D | +9.4% | +20.8% | -11.4% | +4.5% |
| 30D | +18.1% | -17.3% | +35.4% | +22.0% |
| 3M | +15.0% | -38.1% | +53.2% | +25.7% |
| 6M | -8.4% | -44.2% | +35.8% | +0.9% |
| YTD | +24.8% | -22.3% | +47.0% | +29.8% |
| 1Y | +33.3% | -20.9% | +54.2% | +39.2% |
| All | +33.3% | -21.9% | +55.2% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling