+678.8%
INTC vs ELV
+2,409.5%
-1,730.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -1.4% | +10.4% | +9.4% |
| 7D | +17.4% | -0.3% | +17.7% | +17.4% |
| 30D | +2.8% | +2.0% | +0.8% | +2.0% |
| 3M | -5.3% | -3.5% | -1.8% | -5.0% |
| 6M | +140.6% | +40.2% | +100.4% | +115.8% |
| YTD | +183.1% | +15.8% | +167.3% | +166.4% |
| 1Y | +326.8% | +33.2% | +293.6% | +283.9% |
| 3Y | +179.4% | -6.2% | +185.7% | +172.1% |
| 5Y | +111.7% | +16.4% | +95.3% | +88.4% |
| 10Y | +253.8% | +259.8% | -5.9% | +114.6% |
| All | +678.8% | +2,409.5% | -1,730.7% | +163.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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