+116.0%
INTC vs EMB
+7.1%
+108.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +2.0% |
| 7D | +18.0% | 0.0% | +18.0% | +17.9% |
| 30D | +8.9% | -0.3% | +9.2% | +9.3% |
| 3M | -1.6% | -0.3% | -1.3% | -0.8% |
| 6M | +133.1% | +0.7% | +132.3% | +133.1% |
| YTD | +187.9% | +1.3% | +186.6% | +186.3% |
| 1Y | +334.7% | +4.7% | +330.0% | +315.4% |
| 3Y | +184.2% | +30.1% | +154.1% | +113.5% |
| 5Y | +116.0% | +6.9% | +109.1% | +75.2% |
| All | +116.0% | +7.1% | +108.9% | +75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling