+270.0%
INTC vs ED
+105.2%
+164.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.8% |
| 7D | +18.0% | -0.2% | +18.1% | +18.0% |
| 30D | +8.9% | +1.9% | +7.0% | +8.5% |
| 3M | -1.6% | +1.9% | -3.4% | -2.3% |
| 6M | +133.1% | -2.3% | +135.3% | +132.7% |
| YTD | +187.9% | +10.9% | +177.0% | +177.3% |
| 1Y | +334.7% | +14.5% | +320.2% | +313.1% |
| 3Y | +184.2% | +33.4% | +150.8% | +151.2% |
| 5Y | +116.0% | +67.3% | +48.7% | +74.2% |
| 10Y | +270.0% | +110.7% | +159.3% | +181.2% |
| All | +270.0% | +105.2% | +164.7% | +181.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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