+16.0%
NXPI vs FRSH
-72.6%
+88.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.5% |
| 7D | +0.7% | -11.2% | +11.8% | +3.3% |
| 30D | -4.2% | -0.8% | -3.4% | -4.3% |
| 3M | -20.4% | +26.4% | -46.8% | -25.8% |
| 6M | +12.5% | +48.4% | -35.9% | -0.7% |
| YTD | +5.2% | -3.1% | +8.3% | +3.1% |
| 1Y | +5.1% | -8.7% | +13.8% | +4.5% |
| 3Y | +17.7% | -45.8% | +63.5% | +29.5% |
| All | +16.0% | -72.6% | +88.5% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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