+27.8%
INTC vs FTI
+886.2%
-858.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.1% | -4.6% | -3.2% |
| 7D | +6.0% | +4.3% | +1.7% | +4.6% |
| 30D | -39.2% | -4.7% | -34.5% | -38.3% |
| 3M | -42.9% | -13.5% | -29.4% | -40.4% |
| 6M | -50.4% | -8.7% | -41.7% | -49.3% |
| YTD | +61.7% | +49.0% | +12.7% | +43.6% |
| 1Y | +66.1% | +54.0% | +12.1% | +46.1% |
| 3Y | +58.1% | +211.6% | -153.5% | +15.5% |
| All | +27.8% | +886.2% | -858.3% | -30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling