+252.1%
INTC vs FANG
+182.5%
+69.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | +7.5% | +2.9% | +4.6% | +6.9% |
| 30D | +2.0% | +2.6% | -0.6% | +1.4% |
| 3M | -12.0% | +7.6% | -19.6% | -13.6% |
| 6M | +114.5% | +17.3% | +97.2% | +105.8% |
| YTD | +179.0% | +38.7% | +140.3% | +158.1% |
| 1Y | +318.3% | +51.6% | +266.6% | +279.9% |
| 3Y | +171.2% | +50.0% | +121.3% | +145.6% |
| 5Y | +107.6% | +237.6% | -130.0% | +60.9% |
| All | +252.1% | +182.5% | +69.7% | +159.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 10y: compounded portfolio wealth divided by compounded FANG 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…
10y analysis · Full analysis span regression · 6 months rolling