+289.3%
INTC vs EMB
+5.7%
+283.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | 0.0% | +4.5% | +4.4% |
| 7D | +7.1% | 0.0% | +7.1% | +7.1% |
| 30D | -5.2% | -0.3% | -4.9% | -3.9% |
| 3M | -14.3% | -0.4% | -13.9% | -11.8% |
| 6M | +110.2% | +0.1% | +110.1% | +107.5% |
| YTD | +159.6% | +1.6% | +158.0% | +145.8% |
| 1Y | +289.3% | +5.6% | +283.7% | +311.9% |
| All | +289.3% | +5.7% | +283.5% | +311.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 1y: compounded portfolio wealth divided by compounded EMB 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…
1y analysis · Full analysis span regression · 6 months rolling