+57.4%
INTC vs FFIV
+33.5%
+23.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.3% | -3.5% |
| 7D | -39.0% | -9.8% | -29.2% | -33.9% |
| 30D | -49.8% | -28.1% | -21.8% | -40.2% |
| 3M | -42.2% | -20.0% | -22.2% | -36.2% |
| 6M | -39.2% | -0.1% | -39.1% | -41.7% |
| YTD | +57.9% | +29.2% | +28.7% | +34.4% |
| 1Y | +57.4% | +36.6% | +20.8% | +31.4% |
| All | +57.4% | +33.5% | +23.9% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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