+116.0%
INTC vs ELF
+230.6%
-114.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.1% | +5.7% | +2.2% |
| 7D | +18.0% | -6.8% | +24.8% | +18.9% |
| 30D | +8.9% | +5.1% | +3.9% | +8.0% |
| 3M | -1.6% | +79.8% | -81.3% | -9.5% |
| 6M | +133.1% | +29.7% | +103.4% | +122.8% |
| YTD | +187.9% | +31.6% | +156.3% | +173.4% |
| 1Y | +334.7% | -27.9% | +362.6% | +341.8% |
| 3Y | +184.2% | -26.4% | +210.6% | +170.6% |
| 5Y | +116.0% | +235.6% | -119.6% | +25.1% |
| All | +116.0% | +230.6% | -114.6% | +25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling