+111.7%
INTC vs FDS
-20.4%
+132.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -4.3% | +13.3% | +9.1% |
| 7D | +17.4% | -5.4% | +22.8% | +17.4% |
| 30D | +2.8% | +1.6% | +1.2% | +2.7% |
| 3M | -5.3% | +17.7% | -23.0% | -6.1% |
| 6M | +140.6% | +29.1% | +111.5% | +132.2% |
| YTD | +183.1% | +1.0% | +182.1% | +191.0% |
| 1Y | +326.8% | -21.6% | +348.4% | +377.5% |
| 3Y | +179.4% | -30.1% | +209.6% | +228.0% |
| 5Y | +111.7% | -20.7% | +132.5% | +148.3% |
| All | +111.7% | -20.4% | +132.1% | +148.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling