+253.8%
INTC vs F
+89.8%
+164.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -4.2% | +13.3% | +10.5% |
| 7D | +17.4% | +1.2% | +16.3% | +16.8% |
| 30D | +2.8% | +1.2% | +1.5% | +2.0% |
| 3M | -5.3% | -5.7% | +0.4% | -3.9% |
| 6M | +140.6% | +17.9% | +122.7% | +123.9% |
| YTD | +183.1% | +10.4% | +172.7% | +169.5% |
| 1Y | +326.8% | +25.3% | +301.4% | +286.6% |
| 3Y | +179.4% | +37.5% | +142.0% | +139.5% |
| 5Y | +111.7% | +46.5% | +65.2% | +70.9% |
| 10Y | +253.8% | +86.4% | +167.4% | +141.8% |
| All | +253.8% | +89.8% | +164.0% | +141.8% |
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