+236.8%
INTC vs USFR
+28.6%
+208.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +6.0% | +0.1% | +5.9% | +6.0% |
| 30D | -39.2% | +0.4% | -39.6% | -39.2% |
| 3M | -42.9% | +1.1% | -44.0% | -42.9% |
| 6M | -50.4% | +2.0% | -52.4% | -50.4% |
| YTD | +61.7% | +3.5% | +58.2% | +61.8% |
| 1Y | +66.1% | +4.1% | +62.0% | +66.3% |
| 3Y | +58.1% | +14.4% | +43.8% | +58.5% |
| 5Y | +27.9% | +21.4% | +6.4% | +28.5% |
| 10Y | +111.1% | +28.6% | +82.6% | +113.1% |
| All | +236.8% | +28.6% | +208.2% | +232.9% |
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