+121.2%
INTC vs FITB
+226.2%
-105.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.4% | +7.1% | +7.4% |
| 7D | +7.3% | -0.6% | +7.8% | +7.6% |
| 30D | -38.3% | +7.0% | -45.4% | -39.9% |
| 3M | -36.0% | -4.8% | -31.3% | -34.9% |
| 6M | -51.7% | +13.5% | -65.3% | -54.2% |
| YTD | +69.4% | +19.1% | +50.3% | +57.2% |
| 1Y | +65.0% | +30.8% | +34.2% | +47.6% |
| 3Y | +63.0% | +141.6% | -78.6% | +16.6% |
| 5Y | +33.4% | +48.3% | -14.9% | +10.6% |
| 10Y | +121.2% | +215.9% | -94.7% | +41.8% |
| All | +121.2% | +226.2% | -105.0% | +41.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling