+406.7%
INTC vs FIG
-74.0%
+480.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.6% | -6.2% | -5.5% |
| 7D | +9.4% | -12.2% | +21.6% | +8.6% |
| 30D | +2.7% | -11.0% | +13.6% | +2.1% |
| 3M | -6.3% | +11.9% | -18.2% | -4.6% |
| 6M | +114.5% | -21.9% | +136.4% | +119.9% |
| YTD | +171.9% | -40.8% | +212.6% | +185.1% |
| 1Y | +305.0% | -56.6% | +361.6% | +337.7% |
| All | +406.7% | -74.0% | +480.6% | +440.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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