+57.4%
INTC vs FDS
+31.1%
+26.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.9% | -6.7% | -2.4% |
| 7D | -39.0% | +9.4% | -48.4% | -35.9% |
| 30D | -49.8% | +23.8% | -73.6% | -44.4% |
| 3M | -42.2% | +25.1% | -67.4% | -35.2% |
| 6M | -39.2% | +53.8% | -92.9% | -25.3% |
| YTD | +57.9% | +19.6% | +38.4% | +90.1% |
| 1Y | +57.4% | +31.6% | +25.7% | +92.8% |
| All | +57.4% | +31.1% | +26.2% | +92.8% |
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