+34.1%
NXPI vs FRMI
-87.9%
+122.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +26.7% | -27.5% | -2.9% |
| 7D | +6.8% | +66.2% | -59.5% | +2.0% |
| 30D | +20.0% | -17.4% | +37.4% | +20.6% |
| 3M | +14.8% | -60.5% | +75.3% | +21.4% |
| 6M | -10.5% | -56.5% | +46.0% | -6.6% |
| YTD | +23.7% | -67.4% | +91.1% | +31.6% |
| 1Y | +34.1% | -85.1% | +119.2% | +42.2% |
| All | +34.1% | -87.9% | +122.0% | +42.2% |
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