+111.9%
INTC vs FTV
+109.2%
+2.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.6% |
| 7D | +6.0% | +3.9% | +2.1% | +3.7% |
| 30D | -39.2% | +18.7% | -57.9% | -45.1% |
| 3M | -42.9% | +10.0% | -53.0% | -46.3% |
| 6M | -50.4% | +14.6% | -65.0% | -54.9% |
| YTD | +61.7% | +23.4% | +38.3% | +38.2% |
| 1Y | +66.1% | +31.3% | +34.8% | +36.3% |
| 3Y | +58.1% | +39.8% | +18.3% | +25.7% |
| 5Y | +27.9% | +17.7% | +10.2% | +10.6% |
| All | +111.9% | +109.2% | +2.7% | +40.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling