+57.4%
INTC vs FN
-25.7%
+83.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -6.0% | +2.2% | -1.0% |
| 7D | -39.0% | -7.0% | -32.0% | -36.6% |
| 30D | -49.8% | -24.7% | -25.1% | -43.1% |
| 3M | -42.2% | -35.7% | -6.6% | -30.7% |
| 6M | -39.2% | -52.4% | +13.2% | -19.5% |
| YTD | +57.9% | -25.0% | +82.9% | +74.7% |
| 1Y | +57.4% | -25.7% | +83.0% | +73.5% |
| All | +57.4% | -25.7% | +83.1% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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