+111.9%
INTC vs EMB
+36.5%
+75.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.2% |
| 7D | +6.0% | -0.9% | +6.9% | +7.5% |
| 30D | -39.2% | +0.4% | -39.5% | -39.4% |
| 3M | -42.9% | -3.1% | -39.8% | -40.3% |
| 6M | -50.4% | -2.1% | -48.3% | -48.6% |
| YTD | +61.7% | -1.1% | +62.8% | +66.6% |
| 1Y | +66.1% | -0.1% | +66.2% | +69.1% |
| 3Y | +58.1% | +29.6% | +28.6% | +16.9% |
| 5Y | +27.9% | +7.2% | +20.7% | +20.5% |
| All | +111.9% | +36.5% | +75.5% | +54.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling