+500.1%
INTC vs EMB
+132.1%
+368.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | 0.0% | +4.5% | +4.5% |
| 7D | +7.1% | 0.0% | +7.1% | +7.1% |
| 30D | -5.2% | -0.3% | -4.9% | -5.0% |
| 3M | -14.3% | -0.4% | -13.9% | -13.8% |
| 6M | +110.2% | +0.1% | +110.1% | +111.4% |
| YTD | +159.6% | +1.6% | +158.0% | +158.4% |
| 1Y | +289.3% | +5.6% | +283.7% | +276.9% |
| 3Y | +166.1% | +29.8% | +136.2% | +124.1% |
| 5Y | +94.4% | +7.3% | +87.1% | +83.7% |
| 10Y | +227.7% | +30.4% | +197.3% | +184.5% |
| All | +500.1% | +132.1% | +368.0% | +402.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling