+326.8%
INTC vs F
+24.7%
+302.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -4.2% | +13.3% | +10.0% |
| 7D | +17.4% | +1.2% | +16.3% | +16.8% |
| 30D | +2.8% | +1.2% | +1.5% | +2.1% |
| 3M | -5.3% | -5.7% | +0.4% | -4.5% |
| 6M | +140.6% | +17.9% | +122.7% | +124.8% |
| YTD | +183.1% | +10.4% | +172.7% | +170.4% |
| 1Y | +326.8% | +25.3% | +301.4% | +294.5% |
| All | +326.8% | +24.7% | +302.1% | +294.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling