+318.3%
INTC vs EME
+21.8%
+296.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.3% | -1.7% | -0.4% |
| 7D | +7.5% | +3.5% | +3.9% | +4.9% |
| 30D | +2.0% | -6.3% | +8.3% | +6.8% |
| 3M | -12.0% | -3.8% | -8.2% | -8.9% |
| 6M | +114.5% | +8.5% | +106.0% | +108.3% |
| YTD | +179.0% | +27.8% | +151.2% | +154.0% |
| 1Y | +318.3% | +22.2% | +296.1% | +283.5% |
| All | +318.3% | +21.8% | +296.4% | +283.5% |
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