+27.8%
INTC vs FE
+47.0%
-19.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.7% |
| 7D | +6.0% | +1.2% | +4.8% | +5.7% |
| 30D | -39.2% | +4.5% | -43.7% | -39.9% |
| 3M | -42.9% | +1.3% | -44.3% | -43.2% |
| 6M | -50.4% | +8.7% | -59.1% | -51.9% |
| YTD | +61.7% | +9.2% | +52.5% | +55.7% |
| 1Y | +66.1% | +7.0% | +59.2% | +61.0% |
| 3Y | +58.1% | +51.4% | +6.8% | +31.8% |
| All | +27.8% | +47.0% | -19.2% | +6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling