+109.3%
INTC vs FN
+837.6%
-728.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +11.9% | -6.4% | +1.3% |
| 7D | -1.0% | +16.3% | -17.3% | -6.7% |
| 30D | -43.3% | -24.7% | -18.5% | -37.5% |
| 3M | -41.6% | -34.9% | -6.7% | -33.0% |
| 6M | -52.5% | -41.1% | -11.4% | -44.0% |
| YTD | +60.9% | -19.6% | +80.5% | +68.6% |
| 1Y | +55.7% | -18.5% | +74.2% | +61.3% |
| 3Y | +59.2% | +119.1% | -60.0% | +12.8% |
| 5Y | +25.0% | +206.9% | -181.9% | -24.0% |
| 10Y | +109.3% | +826.4% | -717.2% | -10.4% |
| All | +109.3% | +837.6% | -728.3% | -10.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling