+23.5%
INTC vs EMB
+6.8%
+16.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.2% |
| 7D | -4.0% | +0.5% | -4.5% | -4.6% |
| 30D | -44.5% | +0.9% | -45.4% | -45.1% |
| 3M | -40.4% | -2.1% | -38.3% | -38.3% |
| 6M | -53.5% | -2.2% | -51.3% | -51.5% |
| YTD | +57.5% | -0.6% | +58.1% | +61.5% |
| 1Y | +51.2% | +0.2% | +51.0% | +53.5% |
| 3Y | +51.6% | +29.5% | +22.1% | +14.7% |
| 5Y | +23.5% | +8.0% | +15.5% | +1.8% |
| All | +23.5% | +6.8% | +16.7% | +1.8% |
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