+116.0%
INTC vs EL
-68.4%
+184.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.6% | +2.5% |
| 7D | +18.0% | -2.4% | +20.3% | +18.7% |
| 30D | +8.9% | +13.7% | -4.7% | +4.2% |
| 3M | -1.6% | +14.5% | -16.1% | -6.1% |
| 6M | +133.1% | +7.4% | +125.7% | +124.4% |
| YTD | +187.9% | -4.7% | +192.6% | +184.5% |
| 1Y | +334.7% | +12.9% | +321.8% | +306.3% |
| 3Y | +184.2% | -32.2% | +216.4% | +188.7% |
| 5Y | +116.0% | -68.4% | +184.4% | +184.2% |
| All | +116.0% | -68.4% | +184.4% | +184.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling