+305.0%
INTC vs USFR
+4.0%
+301.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -4.7% |
| 7D | +9.4% | +0.1% | +9.4% | +13.0% |
| 30D | +2.7% | +0.3% | +2.4% | +18.2% |
| 3M | -6.3% | +1.0% | -7.2% | +41.4% |
| 6M | +114.5% | +1.9% | +112.5% | +316.7% |
| YTD | +171.9% | +2.7% | +169.2% | +485.0% |
| 1Y | +305.0% | +4.0% | +301.0% | +1,290.2% |
| All | +305.0% | +4.0% | +301.0% | +1,290.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling