+1,312.7%
INTC vs EL
+1,831.4%
-518.6%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.0% | +8.5% | +7.8% |
| 7D | +7.3% | +0.3% | +7.0% | +7.3% |
| 30D | -38.3% | +12.3% | -50.6% | -40.7% |
| 3M | -36.0% | +28.4% | -64.4% | -41.8% |
| 6M | -51.7% | +36.7% | -88.4% | -57.2% |
| YTD | +69.4% | +8.4% | +61.0% | +59.5% |
| 1Y | +65.0% | +25.4% | +39.6% | +48.0% |
| 3Y | +63.0% | +3.4% | +59.6% | +46.1% |
| 5Y | +33.4% | -64.8% | +98.1% | +66.7% |
| 10Y | +121.2% | +63.0% | +58.2% | +66.4% |
| All | +1,312.7% | +1,831.4% | -518.6% | +409.2% |
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 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