+429.3%
INTC vs FE
+563.2%
-133.9%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.4% | +8.2% | +7.9% |
| 7D | -14.4% | 0.0% | -14.4% | -14.5% |
| 30D | -50.2% | +5.2% | -55.4% | -51.2% |
| 3M | -43.6% | 0.0% | -43.6% | -43.8% |
| 6M | -50.2% | +5.0% | -55.2% | -51.5% |
| YTD | +52.5% | +7.9% | +44.6% | +46.7% |
| 1Y | +51.1% | +6.3% | +44.8% | +46.0% |
| 3Y | +50.3% | +46.0% | +4.3% | +28.2% |
| 5Y | +19.2% | +45.6% | -26.5% | +0.8% |
| 10Y | +105.1% | +109.3% | -4.2% | +47.3% |
| All | +429.3% | +563.2% | -133.9% | +126.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling