+179.4%
INTC vs EL
-30.9%
+210.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -2.1% | +11.1% | +9.5% |
| 7D | +17.4% | +1.7% | +15.7% | +16.9% |
| 30D | +2.8% | +15.5% | -12.7% | -1.0% |
| 3M | -5.3% | +20.6% | -25.8% | -9.8% |
| 6M | +140.6% | +10.5% | +130.1% | +132.0% |
| YTD | +183.1% | -1.9% | +185.0% | +178.7% |
| 1Y | +326.8% | +16.1% | +310.7% | +302.9% |
| 3Y | +179.4% | -30.2% | +209.7% | +159.4% |
| All | +179.4% | -30.9% | +210.4% | +159.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 3y: compounded portfolio wealth divided by compounded EL 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…
3y analysis · Full analysis span regression · 6 months rolling