+2.0%
NXPI vs FRMI
-78.6%
+80.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.9% | +1.5% |
| 7D | +0.7% | +10.9% | -10.2% | +0.1% |
| 30D | -4.2% | -24.3% | +20.1% | -3.1% |
| 3M | -20.4% | -21.8% | +1.3% | -19.9% |
| 6M | +12.5% | -33.0% | +45.5% | +13.2% |
| YTD | +5.2% | -32.6% | +37.9% | +6.6% |
| All | +2.0% | -78.6% | +80.6% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling