+93.9%
INTC vs F
+55.4%
+38.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.5% | +3.0% | +4.0% |
| 7D | +7.1% | +5.3% | +1.7% | +5.1% |
| 30D | -5.2% | +4.6% | -9.8% | -6.9% |
| 3M | -14.3% | -3.7% | -10.6% | -13.4% |
| 6M | +110.2% | +16.8% | +93.4% | +95.5% |
| YTD | +159.6% | +15.3% | +144.3% | +142.5% |
| 1Y | +289.3% | +31.0% | +258.3% | +244.3% |
| 3Y | +166.1% | +45.4% | +120.6% | +119.9% |
| All | +93.9% | +55.4% | +38.5% | +51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling