+103.2%
INTC vs FERG
+67.5%
+35.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.2% |
| 7D | +7.5% | -2.6% | +10.0% | +9.0% |
| 30D | +2.0% | -8.9% | +10.9% | +7.4% |
| 3M | -12.0% | -2.0% | -9.9% | -11.2% |
| 6M | +114.5% | -3.2% | +117.7% | +116.5% |
| YTD | +179.0% | +1.5% | +177.5% | +174.3% |
| 1Y | +318.3% | +0.5% | +317.8% | +312.0% |
| 3Y | +171.2% | +50.4% | +120.8% | +116.9% |
| All | +103.2% | +67.5% | +35.7% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling