+270.0%
INTC vs B
+200.3%
+69.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.5% |
| 7D | +18.0% | +1.0% | +16.9% | +17.7% |
| 30D | +8.9% | +9.5% | -0.6% | +6.7% |
| 3M | -1.6% | +14.3% | -15.9% | -4.5% |
| 6M | +133.1% | -1.9% | +135.0% | +132.3% |
| YTD | +187.9% | +4.1% | +183.8% | +183.6% |
| 1Y | +334.7% | +56.1% | +278.6% | +299.0% |
| 3Y | +184.2% | +202.0% | -17.8% | +132.8% |
| 5Y | +116.0% | +158.8% | -42.8% | +78.2% |
| 10Y | +270.0% | +211.9% | +58.1% | +201.1% |
| All | +270.0% | +200.3% | +69.7% | +201.1% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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