+106.4%
INTC vs FE
+110.9%
-4.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.1% | +3.2% | +3.3% |
| 7D | -4.0% | -0.5% | -3.5% | -3.8% |
| 30D | -44.5% | +4.3% | -48.8% | -45.4% |
| 3M | -40.4% | +0.4% | -40.8% | -40.7% |
| 6M | -53.5% | +6.9% | -60.4% | -55.0% |
| YTD | +57.5% | +8.0% | +49.5% | +51.2% |
| 1Y | +51.2% | +4.8% | +46.4% | +46.7% |
| 3Y | +51.6% | +49.0% | +2.6% | +26.9% |
| 5Y | +23.5% | +46.2% | -22.7% | +3.0% |
| 10Y | +106.4% | +120.9% | -14.5% | +59.4% |
| All | +106.4% | +110.9% | -4.5% | +59.4% |
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