+25.0%
INTC vs FFIV
+42.4%
-17.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.2% | +3.3% | +4.1% |
| 7D | -1.0% | -2.1% | +1.1% | +0.5% |
| 30D | -43.3% | -33.8% | -9.5% | -28.2% |
| 3M | -41.6% | -20.6% | -21.0% | -34.0% |
| 6M | -52.5% | -10.2% | -42.2% | -50.1% |
| YTD | +60.9% | +24.5% | +36.4% | +39.7% |
| 1Y | +55.7% | +29.3% | +26.4% | +31.9% |
| 3Y | +59.2% | +103.8% | -44.6% | -3.3% |
| 5Y | +25.0% | +40.9% | -15.8% | -15.1% |
| All | +25.0% | +42.4% | -17.4% | -15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling