+507.8%
INTC vs FTI
+2,165.1%
-1,657.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.3% | +4.8% | +4.6% |
| 7D | +7.1% | +5.3% | +1.8% | +5.5% |
| 30D | -5.2% | +15.3% | -20.5% | -9.1% |
| 3M | -14.3% | +15.8% | -30.1% | -17.9% |
| 6M | +110.2% | +22.6% | +87.6% | +98.3% |
| YTD | +159.6% | +79.5% | +80.1% | +120.5% |
| 1Y | +289.3% | +102.0% | +187.3% | +219.2% |
| 3Y | +166.1% | +315.8% | -149.8% | +76.4% |
| 5Y | +94.4% | +1,129.5% | -1,035.1% | -9.6% |
| 10Y | +227.7% | +320.9% | -93.2% | +74.8% |
| All | +507.8% | +2,165.1% | -1,657.4% | +32.2% |
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