+103.2%
INTC vs FTI
+1,066.8%
-963.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +2.3% |
| 7D | +7.5% | -4.4% | +11.8% | +8.9% |
| 30D | +2.0% | +1.5% | +0.5% | +1.5% |
| 3M | -12.0% | +8.2% | -20.2% | -14.4% |
| 6M | +114.5% | +18.8% | +95.7% | +103.7% |
| YTD | +179.0% | +71.7% | +107.3% | +139.4% |
| 1Y | +318.3% | +90.0% | +228.2% | +248.6% |
| 3Y | +171.2% | +270.5% | -99.3% | +92.1% |
| All | +103.2% | +1,066.8% | -963.6% | +8.4% |
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