+264.5%
INTC vs FTV
+90.8%
+173.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.0% | +5.5% | +5.1% |
| 7D | +7.1% | -4.5% | +11.6% | +9.9% |
| 30D | -5.2% | -7.1% | +1.9% | -1.1% |
| 3M | -14.3% | -7.2% | -7.1% | -11.3% |
| 6M | +110.2% | -1.5% | +111.7% | +109.7% |
| YTD | +159.6% | +3.5% | +156.1% | +147.6% |
| 1Y | +289.3% | +20.3% | +268.9% | +236.6% |
| 3Y | +166.1% | -3.1% | +169.2% | +163.3% |
| 5Y | +94.4% | +2.3% | +92.0% | +83.9% |
| 10Y | +227.7% | +76.3% | +151.4% | +152.9% |
| All | +264.5% | +90.8% | +173.8% | +178.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling