+116.0%
INTC vs FITB
+70.3%
+45.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +2.0% |
| 7D | +18.0% | -0.4% | +18.4% | +18.1% |
| 30D | +8.9% | -5.1% | +14.1% | +11.5% |
| 3M | -1.6% | +3.5% | -5.1% | -3.4% |
| 6M | +133.1% | +17.2% | +115.9% | +115.6% |
| YTD | +187.9% | +17.6% | +170.3% | +165.2% |
| 1Y | +334.7% | +23.4% | +311.3% | +290.7% |
| 3Y | +184.2% | +129.7% | +54.4% | +99.4% |
| 5Y | +116.0% | +68.4% | +47.6% | +69.0% |
| All | +116.0% | +70.3% | +45.7% | +69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling