+214.9%
INTC vs ELF
+357.0%
-142.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.1% | +2.4% | +4.2% |
| 7D | +7.1% | +5.4% | +1.7% | +6.3% |
| 30D | -5.2% | +27.0% | -32.2% | -8.5% |
| 3M | -14.3% | +113.2% | -127.5% | -23.4% |
| 6M | +110.2% | +36.6% | +73.6% | +98.8% |
| YTD | +159.6% | +44.2% | +115.4% | +142.7% |
| 1Y | +289.3% | -18.0% | +307.3% | +288.9% |
| 3Y | +166.1% | -19.9% | +186.0% | +151.1% |
| 5Y | +94.4% | +257.7% | -163.3% | +37.8% |
| All | +214.9% | +357.0% | -142.1% | +96.9% |
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 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