+252.1%
INTC vs BTG
+159.3%
+92.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.6% |
| 7D | +7.5% | -3.8% | +11.2% | +8.0% |
| 30D | +2.0% | +3.6% | -1.7% | +1.4% |
| 3M | -12.0% | +32.0% | -44.0% | -15.6% |
| 6M | +114.5% | +3.4% | +111.2% | +111.6% |
| YTD | +179.0% | +20.8% | +158.2% | +169.7% |
| 1Y | +318.3% | +22.4% | +295.9% | +301.7% |
| 3Y | +171.2% | +91.7% | +79.5% | +144.3% |
| 5Y | +107.6% | +79.0% | +28.6% | +86.8% |
| All | +252.1% | +159.3% | +92.8% | +221.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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