+179.9%
INTC vs USFR
+14.0%
+165.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +18.0% | +0.1% | +17.9% | +18.2% |
| 30D | +8.9% | +0.3% | +8.7% | +10.1% |
| 3M | -1.6% | +1.0% | -2.5% | +1.1% |
| 6M | +133.1% | +1.9% | +131.1% | +137.6% |
| YTD | +187.9% | +2.7% | +185.3% | +186.7% |
| 1Y | +334.7% | +4.0% | +330.7% | +314.9% |
| All | +179.9% | +14.0% | +165.9% | +99.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling