+111.9%
INTC vs EFX
+80.5%
+31.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.7% |
| 7D | +6.0% | -0.8% | +6.8% | +6.2% |
| 30D | -39.2% | +25.1% | -64.3% | -43.7% |
| 3M | -42.9% | +1.7% | -44.6% | -44.3% |
| 6M | -50.4% | +18.4% | -68.8% | -55.1% |
| YTD | +61.7% | -12.5% | +74.2% | +61.5% |
| 1Y | +66.1% | -8.1% | +74.2% | +62.4% |
| 3Y | +58.1% | +4.8% | +53.4% | +41.7% |
| 5Y | +27.9% | -30.1% | +58.0% | +30.7% |
| All | +111.9% | +80.5% | +31.5% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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