+252.1%
INTC vs EAT
+374.9%
-122.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.8% |
| 7D | +7.5% | -7.7% | +15.2% | +8.9% |
| 30D | +2.0% | -13.6% | +15.6% | +4.4% |
| 3M | -12.0% | +33.9% | -45.9% | -17.1% |
| 6M | +114.5% | +47.2% | +67.3% | +97.5% |
| YTD | +179.0% | +48.1% | +130.9% | +156.5% |
| 1Y | +318.3% | +33.7% | +284.6% | +288.6% |
| 3Y | +171.2% | +595.8% | -424.6% | +82.2% |
| 5Y | +107.6% | +314.4% | -206.8% | +46.7% |
| All | +252.1% | +374.9% | -122.8% | +130.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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