+114.2%
INTC vs EFV
+94.7%
+19.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.8% |
| 7D | +18.0% | -0.5% | +18.5% | +18.6% |
| 30D | +8.9% | 0.0% | +8.9% | +8.7% |
| 3M | -1.6% | +8.4% | -10.0% | -10.6% |
| 6M | +133.1% | +12.3% | +120.7% | +105.2% |
| YTD | +187.9% | +17.4% | +170.5% | +140.8% |
| 1Y | +334.7% | +27.1% | +307.6% | +232.0% |
| 3Y | +184.2% | +90.7% | +93.5% | +42.6% |
| All | +114.2% | +94.7% | +19.6% | +0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling