+289.3%
INTC vs FIVE
+66.7%
+222.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +5.1% | -0.6% | +3.3% |
| 7D | +7.1% | +4.3% | +2.8% | +6.0% |
| 30D | -5.2% | +12.5% | -17.7% | -8.3% |
| 3M | -14.3% | +31.2% | -45.5% | -20.1% |
| 6M | +110.2% | +14.4% | +95.8% | +99.1% |
| YTD | +159.6% | +33.9% | +125.7% | +128.4% |
| 1Y | +289.3% | +65.1% | +224.2% | +207.8% |
| All | +289.3% | +66.7% | +222.6% | +207.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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