+117.4%
INTC vs F
+64.3%
+53.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -1.2% |
| 7D | +17.1% | -3.9% | +21.0% | +18.6% |
| 30D | -40.5% | -0.5% | -40.0% | -40.5% |
| 3M | -39.4% | -12.9% | -26.5% | -37.1% |
| 6M | -49.3% | +1.5% | -50.8% | -50.5% |
| YTD | +65.9% | -5.0% | +70.9% | +65.1% |
| 1Y | +61.5% | -7.3% | +68.9% | +62.1% |
| 3Y | +59.6% | +45.3% | +14.3% | +35.1% |
| 5Y | +31.2% | -15.8% | +46.9% | +25.8% |
| All | +117.4% | +64.3% | +53.1% | +52.3% |
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