+57.4%
INTC vs FITB
+36.9%
+20.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.5% | -5.2% | -4.2% |
| 7D | -39.0% | +2.3% | -41.3% | -39.4% |
| 30D | -49.8% | +7.7% | -57.6% | -50.9% |
| 3M | -42.2% | -4.5% | -37.7% | -41.3% |
| 6M | -39.2% | +12.5% | -51.6% | -41.7% |
| YTD | +57.9% | +19.8% | +38.1% | +44.3% |
| 1Y | +57.4% | +34.1% | +23.2% | +33.6% |
| All | +57.4% | +36.9% | +20.5% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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