+296.9%
INTC vs FN
+2,575.5%
-2,278.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -14.2% | +3.9% | -6.7% |
| 7D | -43.2% | -16.0% | -27.3% | -40.5% |
| 30D | -53.6% | -40.1% | -13.4% | -47.1% |
| 3M | -48.3% | -43.9% | -4.4% | -40.6% |
| 6M | -51.7% | -55.6% | +3.9% | -41.5% |
| YTD | +41.6% | -35.7% | +77.2% | +56.3% |
| 1Y | +36.1% | -39.8% | +76.0% | +51.8% |
| 3Y | +39.3% | +80.3% | -41.0% | +19.2% |
| 5Y | +10.6% | +143.3% | -132.7% | -12.6% |
| 10Y | +90.4% | +682.3% | -591.9% | +23.0% |
| All | +296.9% | +2,575.5% | -2,278.6% | +140.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling