+9,364.9%
INTC vs F
+533.3%
+8,831.6%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.6% | +4.8% | +5.3% |
| 7D | -1.0% | -0.6% | -0.4% | -0.8% |
| 30D | -43.3% | +2.9% | -46.2% | -43.9% |
| 3M | -41.6% | -9.5% | -32.1% | -40.2% |
| 6M | -52.5% | +4.0% | -56.5% | -53.9% |
| YTD | +60.9% | -1.3% | +62.2% | +58.5% |
| 1Y | +55.7% | -1.9% | +57.6% | +53.7% |
| 3Y | +59.2% | +53.5% | +5.7% | +33.6% |
| 5Y | +25.0% | -15.1% | +40.2% | +21.6% |
| 10Y | +109.3% | +81.0% | +28.3% | +48.4% |
| All | +9,364.9% | +533.3% | +8,831.6% | +2,981.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling