+252.1%
INTC vs EFV
+169.9%
+82.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +1.4% |
| 7D | +7.5% | -0.8% | +8.3% | +8.4% |
| 30D | +2.0% | +0.6% | +1.3% | +1.1% |
| 3M | -12.0% | +7.5% | -19.5% | -18.7% |
| 6M | +114.5% | +13.0% | +101.5% | +89.9% |
| YTD | +179.0% | +18.3% | +160.7% | +135.0% |
| 1Y | +318.3% | +26.7% | +291.6% | +227.7% |
| 3Y | +171.2% | +89.6% | +81.6% | +41.7% |
| 5Y | +107.6% | +98.2% | +9.4% | +3.4% |
| All | +252.1% | +169.9% | +82.2% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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