+252.1%
INTC vs FLR
+19.7%
+232.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +2.4% |
| 7D | +7.5% | -3.5% | +10.9% | +8.2% |
| 30D | +2.0% | +4.2% | -2.2% | +1.2% |
| 3M | -12.0% | +8.1% | -20.1% | -13.0% |
| 6M | +114.5% | +21.5% | +93.0% | +107.3% |
| YTD | +179.0% | +36.8% | +142.2% | +164.4% |
| 1Y | +318.3% | +31.2% | +287.1% | +299.1% |
| 3Y | +171.2% | +53.9% | +117.3% | +146.7% |
| 5Y | +107.6% | +243.0% | -135.5% | +67.0% |
| All | +252.1% | +19.7% | +232.4% | +242.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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