+487.7%
INTC vs FE
+564.6%
-76.9%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.1% | +7.4% | +7.5% |
| 7D | +7.3% | -0.4% | +7.7% | +7.4% |
| 30D | -38.3% | +3.6% | -41.9% | -39.2% |
| 3M | -36.0% | +0.3% | -36.4% | -36.4% |
| 6M | -51.7% | +6.4% | -58.1% | -53.2% |
| YTD | +69.4% | +8.1% | +61.3% | +62.8% |
| 1Y | +65.0% | +4.6% | +60.4% | +60.4% |
| 3Y | +63.0% | +49.1% | +13.9% | +38.0% |
| 5Y | +33.4% | +46.1% | -12.7% | +12.7% |
| 10Y | +121.2% | +122.7% | -1.5% | +55.6% |
| All | +487.7% | +564.6% | -76.9% | +151.6% |
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