+229.7%
INTC vs ELF
+299.0%
-69.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.3% | -1.3% | -5.0% |
| 7D | +9.4% | -10.8% | +20.3% | +11.1% |
| 30D | +2.7% | +0.8% | +1.9% | +2.3% |
| 3M | -6.3% | +64.8% | -71.0% | -13.2% |
| 6M | +114.5% | +19.0% | +95.5% | +106.8% |
| YTD | +171.9% | +25.9% | +145.9% | +158.7% |
| 1Y | +305.0% | -28.8% | +333.8% | +312.3% |
| 3Y | +168.3% | -29.6% | +198.0% | +157.6% |
| 5Y | +102.3% | +216.2% | -113.9% | +45.7% |
| All | +229.7% | +299.0% | -69.3% | +109.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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