+50.3%
INTC vs FIVE
+34.8%
+15.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.4% | +8.1% | +7.8% |
| 7D | -14.4% | -0.3% | -14.1% | -14.4% |
| 30D | -50.2% | +17.7% | -67.9% | -51.6% |
| 3M | -43.6% | +4.0% | -47.6% | -44.1% |
| 6M | -50.2% | +2.6% | -52.8% | -50.7% |
| YTD | +52.5% | +27.6% | +24.9% | +44.4% |
| 1Y | +51.1% | +59.9% | -8.8% | +37.0% |
| 3Y | +50.3% | +35.8% | +14.5% | +32.5% |
| All | +50.3% | +34.8% | +15.4% | +32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling