+50.3%
INTC vs FN
+101.0%
-50.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +11.7% | -3.9% | +3.0% |
| 7D | -14.4% | 0.0% | -14.4% | -14.8% |
| 30D | -50.2% | -34.3% | -15.9% | -41.4% |
| 3M | -43.6% | -39.9% | -3.8% | -32.2% |
| 6M | -50.2% | -51.8% | +1.6% | -35.9% |
| YTD | +52.5% | -28.1% | +80.7% | +68.2% |
| 1Y | +51.1% | -29.1% | +80.2% | +66.0% |
| 3Y | +50.3% | +102.4% | -52.2% | +10.0% |
| All | +50.3% | +101.0% | -50.7% | +10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling