+65.0%
INTC vs FN
-19.6%
+84.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +5.9% | +1.6% | +4.7% |
| 7D | +7.3% | +8.0% | -0.8% | +3.1% |
| 30D | -38.3% | -19.1% | -19.2% | -32.4% |
| 3M | -36.0% | -29.8% | -6.2% | -26.5% |
| 6M | -51.7% | -43.2% | -8.5% | -40.4% |
| YTD | +69.4% | -18.9% | +88.3% | +80.3% |
| 1Y | +65.0% | -17.9% | +82.9% | +74.4% |
| All | +65.0% | -19.6% | +84.6% | +74.4% |
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 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