+1,248.5%
INTC vs EL
+1,821.4%
-572.8%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.9% |
| 7D | +6.0% | +1.5% | +4.5% | +5.5% |
| 30D | -39.2% | +10.0% | -49.2% | -41.1% |
| 3M | -42.9% | +28.4% | -71.4% | -48.1% |
| 6M | -50.4% | +37.1% | -87.5% | -56.1% |
| YTD | +61.7% | +7.8% | +53.9% | +52.5% |
| 1Y | +66.1% | +26.0% | +40.1% | +48.7% |
| 3Y | +58.1% | +3.8% | +54.3% | +41.5% |
| 5Y | +27.9% | -65.2% | +93.0% | +60.4% |
| 10Y | +111.1% | +62.1% | +49.0% | +59.1% |
| All | +1,248.5% | +1,821.4% | -572.8% | +386.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling