+109.3%
INTC vs FIVE
+596.6%
-487.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.6% | -0.1% | +4.0% |
| 7D | -1.0% | +6.2% | -7.2% | -2.6% |
| 30D | -43.3% | +18.2% | -61.5% | -45.7% |
| 3M | -41.6% | +3.8% | -45.4% | -42.4% |
| 6M | -52.5% | +13.7% | -66.2% | -54.6% |
| YTD | +60.9% | +34.7% | +26.2% | +46.2% |
| 1Y | +55.7% | +66.6% | -10.9% | +33.2% |
| 3Y | +59.2% | +44.3% | +14.9% | +32.5% |
| 5Y | +25.0% | +18.8% | +6.3% | +6.0% |
| 10Y | +109.3% | +569.2% | -459.9% | +24.6% |
| All | +109.3% | +596.6% | -487.3% | +24.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling