+14.4%
NXPI vs FRSH
-72.4%
+86.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.1% |
| 7D | -2.3% | -9.6% | +7.3% | -0.1% |
| 30D | -4.3% | -0.4% | -3.9% | -4.6% |
| 3M | -24.7% | +27.2% | -51.8% | -29.8% |
| 6M | +9.7% | +42.2% | -32.5% | -2.0% |
| YTD | +3.8% | -2.6% | +6.4% | +1.5% |
| 1Y | +1.6% | -10.2% | +11.8% | +1.5% |
| 3Y | +16.0% | -45.5% | +61.6% | +27.5% |
| All | +14.4% | -72.4% | +86.8% | +15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling