+219.7%
NXPI vs FOXA
+99.6%
+120.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.1% | -4.9% | -2.7% |
| 7D | +6.8% | +2.7% | +4.1% | +5.4% |
| 30D | +20.0% | +10.0% | +10.1% | +14.8% |
| 3M | +14.8% | +5.0% | +9.8% | +11.5% |
| 6M | -10.5% | +3.4% | -13.9% | -14.5% |
| YTD | +23.7% | -5.5% | +29.2% | +22.7% |
| 1Y | +34.1% | +5.5% | +28.5% | +25.2% |
| 3Y | +51.2% | +139.3% | -88.1% | -9.3% |
| 5Y | +33.4% | +77.2% | -43.8% | -7.9% |
| All | +219.7% | +99.6% | +120.1% | +75.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling