+27.8%
INTC vs F
-15.5%
+43.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | +6.0% | -3.1% | +9.1% | +7.2% |
| 30D | -39.2% | 0.0% | -39.2% | -39.4% |
| 3M | -42.9% | -13.2% | -29.7% | -40.5% |
| 6M | -50.4% | -10.2% | -40.2% | -49.4% |
| YTD | +61.7% | -4.9% | +66.6% | +60.4% |
| 1Y | +66.1% | -6.1% | +72.2% | +65.4% |
| 3Y | +58.1% | +46.0% | +12.2% | +30.4% |
| All | +27.8% | -15.5% | +43.4% | +17.2% |
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