+278.5%
INTC vs FTI
+1,779.9%
-1,501.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.1% | -4.6% | -3.1% |
| 7D | +6.0% | +4.3% | +1.7% | +4.7% |
| 30D | -39.2% | -4.7% | -34.5% | -38.4% |
| 3M | -42.9% | -13.5% | -29.4% | -40.7% |
| 6M | -50.4% | -8.7% | -41.7% | -49.4% |
| YTD | +61.7% | +49.0% | +12.7% | +44.5% |
| 1Y | +66.1% | +54.0% | +12.1% | +47.0% |
| 3Y | +58.1% | +211.6% | -153.5% | +13.8% |
| 5Y | +27.9% | +881.9% | -854.0% | -36.3% |
| 10Y | +111.1% | +188.1% | -76.9% | +26.1% |
| All | +278.5% | +1,779.9% | -1,501.4% | -13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling