+91.1%
INTC vs ELF
+393.8%
-302.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.0% |
| 7D | -4.0% | +6.3% | -10.3% | -4.7% |
| 30D | -44.5% | +8.5% | -53.0% | -45.1% |
| 3M | -40.4% | +24.4% | -64.8% | -42.3% |
| 6M | -53.5% | +94.7% | -148.2% | -58.0% |
| YTD | +57.5% | +55.9% | +1.7% | +45.5% |
| 1Y | +51.2% | +48.4% | +2.8% | +40.5% |
| 3Y | +51.6% | +24.6% | +27.0% | +33.9% |
| 5Y | +23.5% | +285.0% | -261.5% | -13.2% |
| 10Y | +106.4% | +357.2% | -250.8% | +27.5% |
| All | +91.1% | +393.8% | -302.7% | +18.1% |
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 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