+528.9%
INTC vs EFA
+392.1%
+136.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -0.5% | +9.6% | +9.6% |
| 7D | +17.4% | +1.2% | +16.2% | +16.0% |
| 30D | +2.8% | -0.7% | +3.5% | +3.5% |
| 3M | -5.3% | +6.4% | -11.7% | -10.1% |
| 6M | +140.6% | +11.4% | +129.2% | +120.9% |
| YTD | +183.1% | +14.0% | +169.1% | +154.1% |
| 1Y | +326.8% | +20.2% | +306.5% | +264.8% |
| 3Y | +179.4% | +68.2% | +111.2% | +77.1% |
| 5Y | +111.7% | +54.8% | +56.9% | +45.9% |
| 10Y | +253.8% | +142.4% | +111.4% | +65.9% |
| All | +528.9% | +392.1% | +136.9% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 all: compounded portfolio wealth divided by compounded EFA 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…
all analysis · Full analysis span regression · 6 months rolling