+289.3%
INTC vs FTV
+21.5%
+267.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.1% | +5.6% | +4.7% |
| 7D | +7.1% | -4.6% | +11.7% | +8.0% |
| 30D | -5.2% | -7.2% | +2.0% | -3.9% |
| 3M | -14.3% | -7.3% | -7.0% | -12.8% |
| 6M | +110.2% | -1.6% | +111.8% | +109.3% |
| YTD | +159.6% | +3.3% | +156.3% | +154.4% |
| 1Y | +289.3% | +20.2% | +269.1% | +241.9% |
| All | +289.3% | +21.5% | +267.7% | +241.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1y: compounded portfolio wealth divided by compounded FTV 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…
1y analysis · Full analysis span regression · 6 months rolling