+9,863.9%
INTC vs FITB
+2,854.6%
+7,009.3%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.4% | +7.1% | +7.4% |
| 7D | +7.3% | -0.6% | +7.8% | +7.5% |
| 30D | -38.3% | +7.0% | -45.4% | -39.3% |
| 3M | -36.0% | -4.8% | -31.3% | -35.3% |
| 6M | -51.7% | +13.5% | -65.3% | -53.3% |
| YTD | +69.4% | +19.1% | +50.3% | +61.7% |
| 1Y | +65.0% | +30.8% | +34.2% | +53.8% |
| 3Y | +63.0% | +141.6% | -78.6% | +31.2% |
| 5Y | +33.4% | +48.3% | -14.9% | +18.6% |
| 10Y | +121.2% | +215.9% | -94.7% | +57.0% |
| All | +9,863.9% | +2,854.6% | +7,009.3% | +3,109.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling