+96.1%
INTC vs ELF
+391.6%
-295.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.9% | -6.4% | -3.1% |
| 7D | +6.0% | +1.6% | +4.4% | +5.8% |
| 30D | -39.2% | +9.1% | -48.3% | -39.9% |
| 3M | -42.9% | +28.2% | -71.1% | -45.0% |
| 6M | -50.4% | +119.5% | -169.9% | -56.0% |
| YTD | +61.7% | +55.2% | +6.5% | +49.4% |
| 1Y | +66.1% | +58.6% | +7.5% | +52.9% |
| 3Y | +58.1% | +21.3% | +36.9% | +40.2% |
| 5Y | +27.9% | +276.2% | -248.4% | -9.9% |
| 10Y | +111.1% | +337.0% | -225.8% | +30.8% |
| All | +96.1% | +391.6% | -295.5% | +21.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling