+122.0%
INTC vs FIVE
+514.1%
-392.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.1% | +8.6% | +7.8% |
| 7D | +7.3% | -0.5% | +7.8% | +7.5% |
| 30D | -38.3% | +17.4% | -55.7% | -40.8% |
| 3M | -36.0% | +7.0% | -43.1% | -37.5% |
| 6M | -51.7% | +20.5% | -72.2% | -54.5% |
| YTD | +69.4% | +33.1% | +36.3% | +54.3% |
| 1Y | +65.0% | +67.1% | -2.1% | +41.0% |
| 3Y | +63.0% | +41.9% | +21.1% | +36.2% |
| 5Y | +33.4% | +21.1% | +12.3% | +12.4% |
| All | +122.0% | +514.1% | -392.1% | +32.8% |
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 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