+51.2%
INTC vs FFIV
+28.6%
+22.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.0% |
| 7D | -4.0% | -4.2% | +0.2% | -1.0% |
| 30D | -44.5% | -33.9% | -10.6% | -29.5% |
| 3M | -40.4% | -22.6% | -17.8% | -32.5% |
| 6M | -53.5% | -10.4% | -43.1% | -52.1% |
| YTD | +57.5% | +24.3% | +33.2% | +37.3% |
| 1Y | +51.2% | +31.8% | +19.4% | +29.1% |
| All | +51.2% | +28.6% | +22.6% | +29.1% |
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