+16.8%
NXPI vs FOXA
+90.4%
-73.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.7% | +0.6% |
| 7D | +0.7% | -3.7% | +4.4% | +2.1% |
| 30D | -4.2% | +5.4% | -9.6% | -6.5% |
| 3M | -20.4% | -3.7% | -16.7% | -20.3% |
| 6M | +12.5% | +12.6% | -0.1% | +3.2% |
| YTD | +5.2% | -10.0% | +15.2% | +8.3% |
| 1Y | +5.1% | +15.0% | -9.9% | -6.6% |
| 3Y | +17.7% | +115.1% | -97.4% | -26.0% |
| 5Y | +16.8% | +93.0% | -76.2% | -24.2% |
| All | +16.8% | +90.4% | -73.6% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 5y: compounded portfolio wealth divided by compounded FOXA 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…
5y analysis · Full analysis span regression · 6 months rolling