+51.2%
INTC vs FN
-24.2%
+75.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.8% | +2.7% | +0.2% |
| 7D | -4.0% | -4.1% | +0.1% | -2.5% |
| 30D | -44.5% | -28.3% | -16.2% | -35.7% |
| 3M | -40.4% | -33.9% | -6.5% | -29.6% |
| 6M | -53.5% | -43.9% | -9.6% | -41.9% |
| YTD | +57.5% | -23.4% | +81.0% | +72.2% |
| 1Y | +51.2% | -25.4% | +76.6% | +65.7% |
| All | +51.2% | -24.2% | +75.4% | +65.7% |
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