+98.7%
INTC vs F
+80.8%
+18.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.7% | +8.4% | +7.9% |
| 7D | -14.4% | +1.6% | -16.0% | -15.0% |
| 30D | -50.2% | +2.6% | -52.9% | -50.8% |
| 3M | -43.6% | -8.8% | -34.8% | -42.4% |
| 6M | -50.2% | +4.6% | -54.8% | -51.9% |
| YTD | +52.5% | -1.9% | +54.4% | +50.2% |
| 1Y | +51.1% | -0.8% | +51.9% | +48.2% |
| 3Y | +50.3% | +43.5% | +6.8% | +27.7% |
| 5Y | +19.2% | -12.1% | +31.2% | +12.7% |
| All | +98.7% | +80.8% | +18.0% | +39.6% |
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