+289.3%
INTC vs FDS
-17.4%
+306.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -3.5% | +8.0% | +2.9% |
| 7D | +7.1% | -1.9% | +9.0% | +6.2% |
| 30D | -5.2% | +9.0% | -14.2% | -1.1% |
| 3M | -14.3% | +18.9% | -33.1% | -4.0% |
| 6M | +110.2% | +35.1% | +75.1% | +145.9% |
| YTD | +159.6% | +5.5% | +154.1% | +175.9% |
| 1Y | +289.3% | -16.8% | +306.1% | +214.3% |
| All | +289.3% | -17.4% | +306.7% | +214.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling