+243.2%
INTC vs USFR
+28.0%
+215.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.6% |
| 7D | +9.4% | +0.1% | +9.4% | +9.4% |
| 30D | +2.7% | +0.3% | +2.4% | +2.7% |
| 3M | -6.3% | +1.0% | -7.2% | -6.3% |
| 6M | +114.5% | +1.9% | +112.5% | +113.7% |
| YTD | +171.9% | +2.7% | +169.2% | +170.1% |
| 1Y | +305.0% | +4.0% | +301.0% | +300.5% |
| 3Y | +168.3% | +14.1% | +154.3% | +159.1% |
| 5Y | +102.3% | +20.5% | +81.8% | +94.3% |
| All | +243.2% | +28.0% | +215.1% | +228.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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