+270.0%
INTC vs FFIV
+239.4%
+30.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.9% | -2.2% | -0.4% |
| 7D | +18.0% | +3.5% | +14.5% | +15.8% |
| 30D | +8.9% | -1.3% | +10.2% | +9.5% |
| 3M | -1.6% | +2.4% | -3.9% | -2.9% |
| 6M | +133.1% | +41.8% | +91.3% | +94.1% |
| YTD | +187.9% | +58.5% | +129.4% | +125.3% |
| 1Y | +334.7% | +24.3% | +310.4% | +282.0% |
| 3Y | +184.2% | +152.0% | +32.2% | +68.7% |
| 5Y | +116.0% | +99.1% | +16.9% | +41.1% |
| 10Y | +270.0% | +242.8% | +27.2% | +90.2% |
| All | +270.0% | +239.4% | +30.6% | +90.2% |
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