+17.7%
INTC vs FN
+170.4%
-152.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +11.7% | -3.9% | +3.3% |
| 7D | -14.4% | 0.0% | -14.4% | -14.7% |
| 30D | -50.2% | -34.3% | -15.9% | -42.0% |
| 3M | -43.6% | -39.9% | -3.8% | -33.0% |
| 6M | -50.2% | -51.8% | +1.6% | -36.8% |
| YTD | +52.5% | -28.1% | +80.7% | +67.4% |
| 1Y | +51.1% | -29.1% | +80.2% | +65.3% |
| 3Y | +50.3% | +102.4% | -52.2% | +11.8% |
| All | +17.7% | +170.4% | -152.6% | -26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling