+51.6%
INTC vs EMB
+29.7%
+21.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -0.7% |
| 7D | -4.0% | +0.5% | -4.5% | -5.0% |
| 30D | -44.5% | +0.9% | -45.4% | -45.5% |
| 3M | -40.4% | -2.1% | -38.3% | -37.1% |
| 6M | -53.5% | -2.2% | -51.3% | -50.4% |
| YTD | +57.5% | -0.6% | +58.1% | +63.3% |
| 1Y | +51.2% | +0.2% | +51.0% | +54.8% |
| 3Y | +51.6% | +29.5% | +22.1% | +16.1% |
| All | +51.6% | +29.7% | +21.9% | +16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling