+318.3%
INTC vs FERG
+1.0%
+317.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.2% |
| 7D | +7.5% | -2.6% | +10.0% | +9.1% |
| 30D | +2.0% | -8.9% | +10.9% | +7.6% |
| 3M | -12.0% | -2.0% | -9.9% | -11.3% |
| 6M | +114.5% | -3.2% | +117.7% | +113.7% |
| YTD | +179.0% | +1.5% | +177.5% | +171.9% |
| 1Y | +318.3% | +0.5% | +317.8% | +314.9% |
| All | +318.3% | +1.0% | +317.3% | +314.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 1y: compounded portfolio wealth divided by compounded FERG 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…
1y analysis · Full analysis span regression · 6 months rolling