+293.3%
INTC vs FFIV
+6,100.0%
-5,806.7%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.2% | +3.3% | +4.9% |
| 7D | -1.0% | -2.1% | +1.1% | -0.3% |
| 30D | -43.3% | -33.8% | -9.5% | -37.1% |
| 3M | -41.6% | -20.6% | -21.0% | -38.1% |
| 6M | -52.5% | -10.2% | -42.2% | -51.1% |
| YTD | +60.9% | +24.5% | +36.4% | +53.2% |
| 1Y | +55.7% | +29.3% | +26.4% | +46.8% |
| 3Y | +59.2% | +103.8% | -44.6% | +33.9% |
| 5Y | +25.0% | +40.9% | -15.8% | +14.6% |
| 10Y | +109.3% | +126.6% | -17.3% | +70.2% |
| All | +293.3% | +6,100.0% | -5,806.7% | +44.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling