+253.8%
INTC vs FIVE
+475.1%
-221.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +0.7% | +8.3% | +8.9% |
| 7D | +17.4% | +3.7% | +13.8% | +16.3% |
| 30D | +2.8% | +4.0% | -1.2% | +1.5% |
| 3M | -5.3% | +36.2% | -41.5% | -13.0% |
| 6M | +140.6% | +18.0% | +122.6% | +127.1% |
| YTD | +183.1% | +34.9% | +148.2% | +157.6% |
| 1Y | +326.8% | +67.9% | +258.8% | +265.2% |
| 3Y | +179.4% | +57.3% | +122.1% | +126.5% |
| 5Y | +111.7% | +39.5% | +72.2% | +71.0% |
| 10Y | +253.8% | +496.4% | -242.6% | +116.9% |
| All | +253.8% | +475.1% | -221.3% | +116.9% |
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