+111.7%
INTC vs ED
+71.7%
+40.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +0.9% | +8.1% | +9.1% |
| 7D | +17.4% | +0.5% | +16.9% | +17.5% |
| 30D | +2.8% | +1.1% | +1.7% | +2.9% |
| 3M | -5.3% | +4.6% | -9.9% | -5.1% |
| 6M | +140.6% | -2.0% | +142.6% | +141.0% |
| YTD | +183.1% | +11.7% | +171.4% | +181.3% |
| 1Y | +326.8% | +15.7% | +311.0% | +321.3% |
| 3Y | +179.4% | +34.4% | +145.1% | +161.1% |
| 5Y | +111.7% | +67.3% | +44.4% | +107.9% |
| All | +111.7% | +71.7% | +40.0% | +107.9% |
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