+179.9%
INTC vs ELF
-27.2%
+207.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.1% | +5.7% | +2.1% |
| 7D | +18.0% | -6.8% | +24.8% | +18.8% |
| 30D | +8.9% | +5.1% | +3.9% | +8.1% |
| 3M | -1.6% | +79.8% | -81.3% | -8.4% |
| 6M | +133.1% | +29.7% | +103.4% | +124.3% |
| YTD | +187.9% | +31.6% | +156.3% | +175.5% |
| 1Y | +334.7% | -27.9% | +362.6% | +340.0% |
| All | +179.9% | -27.2% | +207.1% | +181.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling