+117.4%
INTC vs FE
+123.7%
-6.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | +17.1% | -0.3% | +17.4% | +17.2% |
| 30D | -40.5% | +3.9% | -44.4% | -41.4% |
| 3M | -39.4% | -0.1% | -39.3% | -39.6% |
| 6M | -49.3% | +6.1% | -55.3% | -50.7% |
| YTD | +65.9% | +8.1% | +57.8% | +59.2% |
| 1Y | +61.5% | +4.4% | +57.1% | +57.0% |
| 3Y | +59.6% | +49.0% | +10.6% | +33.6% |
| 5Y | +31.2% | +46.1% | -15.0% | +9.4% |
| All | +117.4% | +123.7% | -6.3% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling