+58.1%
INTC vs FIVE
+40.0%
+18.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | +6.0% | +2.7% | +3.4% | +5.5% |
| 30D | -39.2% | +12.7% | -51.9% | -40.4% |
| 3M | -42.9% | +2.1% | -45.0% | -43.3% |
| 6M | -50.4% | +17.5% | -67.9% | -52.0% |
| YTD | +61.7% | +31.0% | +30.7% | +52.5% |
| 1Y | +66.1% | +67.7% | -1.6% | +49.3% |
| 3Y | +58.1% | +43.4% | +14.8% | +41.2% |
| All | +58.1% | +40.0% | +18.2% | +41.2% |
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