+179.4%
INTC vs FDS
-30.4%
+209.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -4.3% | +13.3% | +8.3% |
| 7D | +17.4% | -5.4% | +22.8% | +16.4% |
| 30D | +2.8% | +1.6% | +1.2% | +3.2% |
| 3M | -5.3% | +17.7% | -23.0% | -1.9% |
| 6M | +140.6% | +29.1% | +111.5% | +147.6% |
| YTD | +183.1% | +1.0% | +182.1% | +202.2% |
| 1Y | +326.8% | -21.6% | +348.4% | +393.6% |
| 3Y | +179.4% | -30.1% | +209.6% | +242.7% |
| All | +179.4% | -30.4% | +209.9% | +242.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling