-50.4%
INTC vs FTI
-9.7%
-40.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.1% | -4.6% | -3.3% |
| 7D | +6.0% | +4.3% | +1.7% | +4.4% |
| 30D | -39.2% | -4.7% | -34.5% | -38.4% |
| 3M | -42.9% | -13.5% | -29.4% | -40.4% |
| 6M | -50.4% | -8.7% | -41.7% | -48.0% |
| All | -50.4% | -9.7% | -40.7% | -48.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling