+179.9%
INTC vs FITB
+128.2%
+51.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +2.0% |
| 7D | +18.0% | -0.4% | +18.4% | +18.2% |
| 30D | +8.9% | -5.1% | +14.1% | +11.8% |
| 3M | -1.6% | +3.5% | -5.1% | -3.7% |
| 6M | +133.1% | +17.2% | +115.9% | +112.7% |
| YTD | +187.9% | +17.6% | +170.3% | +161.1% |
| 1Y | +334.7% | +23.4% | +311.3% | +282.9% |
| All | +179.9% | +128.2% | +51.7% | +106.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling