+326.8%
INTC vs FIVE
+65.4%
+261.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +0.7% | +8.3% | +8.9% |
| 7D | +17.4% | +3.7% | +13.8% | +16.4% |
| 30D | +2.8% | +4.0% | -1.2% | +1.5% |
| 3M | -5.3% | +36.2% | -41.5% | -12.5% |
| 6M | +140.6% | +18.0% | +122.6% | +125.0% |
| YTD | +183.1% | +34.9% | +148.2% | +148.6% |
| 1Y | +326.8% | +67.9% | +258.8% | +233.1% |
| All | +326.8% | +65.4% | +261.4% | +233.1% |
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