+25.0%
INTC vs ED
+82.1%
-57.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.6% | +5.5% |
| 7D | -1.0% | -0.1% | -0.9% | -1.0% |
| 30D | -43.3% | +11.6% | -54.9% | -42.3% |
| 3M | -41.6% | +10.5% | -52.1% | -40.6% |
| 6M | -52.5% | +13.2% | -65.7% | -51.7% |
| YTD | +60.9% | +22.1% | +38.8% | +61.9% |
| 1Y | +55.7% | +24.2% | +31.6% | +56.3% |
| 3Y | +59.2% | +46.9% | +12.3% | +49.4% |
| 5Y | +25.0% | +80.8% | -55.8% | +13.6% |
| All | +25.0% | +82.1% | -57.0% | +13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling