+289.3%
INTC vs EME
+19.7%
+269.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.7% | +2.8% | +3.3% |
| 7D | +7.1% | +1.9% | +5.2% | +5.7% |
| 30D | -5.2% | -8.3% | +3.1% | +0.7% |
| 3M | -14.3% | -10.7% | -3.5% | -7.0% |
| 6M | +110.2% | +1.9% | +108.3% | +111.7% |
| YTD | +159.6% | +23.5% | +136.2% | +142.1% |
| 1Y | +289.3% | +18.0% | +271.3% | +261.3% |
| All | +289.3% | +19.7% | +269.6% | +261.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling