+106.4%
INTC vs FFIV
+126.0%
-19.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.0% |
| 7D | -4.0% | -4.2% | +0.2% | -1.5% |
| 30D | -44.5% | -33.9% | -10.6% | -30.7% |
| 3M | -40.4% | -22.6% | -17.8% | -32.0% |
| 6M | -53.5% | -10.4% | -43.1% | -51.0% |
| YTD | +57.5% | +24.3% | +33.2% | +39.3% |
| 1Y | +51.2% | +31.8% | +19.4% | +29.3% |
| 3Y | +51.6% | +99.5% | -47.9% | +0.6% |
| 5Y | +23.5% | +40.7% | -17.3% | -4.3% |
| 10Y | +106.4% | +126.9% | -20.5% | +18.5% |
| All | +106.4% | +126.0% | -19.6% | +18.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling