+252.1%
INTC vs EFX
+42.6%
+209.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.4% |
| 7D | +7.5% | -4.5% | +12.0% | +8.9% |
| 30D | +2.0% | -6.1% | +8.1% | +3.3% |
| 3M | -12.0% | +6.2% | -18.2% | -16.0% |
| 6M | +114.5% | -11.2% | +125.8% | +116.3% |
| YTD | +179.0% | -21.4% | +200.4% | +191.7% |
| 1Y | +318.3% | -34.3% | +352.6% | +366.6% |
| 3Y | +171.2% | -12.5% | +183.7% | +161.4% |
| 5Y | +107.6% | -35.6% | +143.1% | +119.1% |
| All | +252.1% | +42.6% | +209.6% | +167.6% |
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