+106.4%
INTC vs F
+79.7%
+26.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.9% |
| 7D | -4.0% | +1.0% | -5.0% | -4.3% |
| 30D | -44.5% | +2.1% | -46.6% | -45.0% |
| 3M | -40.4% | -10.3% | -30.1% | -38.7% |
| 6M | -53.5% | +3.3% | -56.7% | -54.9% |
| YTD | +57.5% | -2.0% | +59.5% | +55.2% |
| 1Y | +51.2% | -2.3% | +53.5% | +49.0% |
| 3Y | +51.6% | +49.9% | +1.7% | +27.1% |
| 5Y | +23.5% | -12.5% | +35.9% | +16.9% |
| 10Y | +106.4% | +74.3% | +32.1% | +42.5% |
| All | +106.4% | +79.7% | +26.7% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 10y: compounded portfolio wealth divided by compounded F 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…
10y analysis · Full analysis span regression · 6 months rolling