+489.8%
INTC vs USFR
+27.6%
+462.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | 0.0% | +9.0% | +9.1% |
| 7D | +17.4% | +0.1% | +17.4% | +17.4% |
| 30D | +2.8% | +0.3% | +2.5% | +2.8% |
| 3M | -5.3% | +1.0% | -6.2% | -5.2% |
| 6M | +140.6% | +1.9% | +138.7% | +140.7% |
| YTD | +183.1% | +2.7% | +180.5% | +183.2% |
| 1Y | +326.8% | +4.0% | +322.7% | +326.8% |
| 3Y | +179.4% | +14.0% | +165.4% | +180.0% |
| 5Y | +111.7% | +20.4% | +91.3% | +112.7% |
| 10Y | +253.8% | +28.1% | +225.8% | +257.0% |
| All | +489.8% | +27.6% | +462.2% | +482.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling