+103.2%
INTC vs FANG
+232.6%
-129.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | +7.5% | +2.9% | +4.6% | +6.7% |
| 30D | +2.0% | +2.6% | -0.6% | +1.3% |
| 3M | -12.0% | +7.6% | -19.6% | -14.1% |
| 6M | +114.5% | +17.3% | +97.2% | +102.2% |
| YTD | +179.0% | +38.7% | +140.3% | +148.9% |
| 1Y | +318.3% | +51.6% | +266.6% | +262.3% |
| 3Y | +171.2% | +50.0% | +121.3% | +133.6% |
| All | +103.2% | +232.6% | -129.4% | +46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling