+17.7%
INTC vs F
-12.6%
+30.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.7% | +8.4% | +8.0% |
| 7D | -14.4% | +1.6% | -16.0% | -15.0% |
| 30D | -50.2% | +2.6% | -52.9% | -50.8% |
| 3M | -43.6% | -8.8% | -34.8% | -42.3% |
| 6M | -50.2% | +4.6% | -54.8% | -52.2% |
| YTD | +52.5% | -1.9% | +54.4% | +49.6% |
| 1Y | +51.1% | -0.8% | +51.9% | +47.5% |
| 3Y | +50.3% | +43.5% | +6.8% | +24.6% |
| All | +17.7% | -12.6% | +30.3% | +7.3% |
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 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