+243.2%
INTC vs FTI
+301.2%
-58.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.9% | -2.7% | -4.9% |
| 7D | +9.4% | -5.6% | +15.1% | +11.0% |
| 30D | +2.7% | +0.4% | +2.3% | +2.6% |
| 3M | -6.3% | +8.1% | -14.4% | -8.3% |
| 6M | +114.5% | +16.7% | +97.8% | +106.2% |
| YTD | +171.9% | +70.0% | +101.9% | +139.2% |
| 1Y | +305.0% | +85.4% | +219.6% | +248.5% |
| 3Y | +168.3% | +265.9% | -97.6% | +96.1% |
| 5Y | +102.3% | +1,072.7% | -970.4% | +10.4% |
| All | +243.2% | +301.2% | -58.1% | +101.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling