+116.0%
INTC vs FTV
+1.8%
+114.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.5% |
| 7D | +18.0% | -1.3% | +19.3% | +18.9% |
| 30D | +8.9% | -9.5% | +18.5% | +16.3% |
| 3M | -1.6% | -10.9% | +9.3% | +5.2% |
| 6M | +133.1% | -0.6% | +133.7% | +130.1% |
| YTD | +187.9% | +1.4% | +186.5% | +174.3% |
| 1Y | +334.7% | +17.6% | +317.1% | +266.4% |
| 3Y | +184.2% | -3.3% | +187.4% | +175.5% |
| 5Y | +116.0% | -0.1% | +116.1% | +89.2% |
| All | +116.0% | +1.8% | +114.2% | +89.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling