+31.9%
NXPI vs FRMI
-93.1%
+125.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -10.6% | +11.4% | +1.7% |
| 7D | +5.3% | -39.7% | +45.0% | +9.3% |
| 30D | +9.5% | -55.2% | +64.7% | +16.0% |
| 3M | +12.0% | -71.2% | +83.2% | +21.9% |
| 6M | -8.1% | -64.1% | +56.0% | -2.1% |
| YTD | +23.7% | -77.2% | +100.9% | +35.6% |
| 1Y | +31.9% | -93.2% | +125.1% | +47.0% |
| All | +31.9% | -93.1% | +125.1% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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