+102.3%
INTC vs EME
+540.8%
-438.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.8% | -5.2% |
| 7D | +9.4% | +0.9% | +8.5% | +9.0% |
| 30D | +2.7% | -8.4% | +11.1% | +7.1% |
| 3M | -6.3% | -3.6% | -2.7% | -3.8% |
| 6M | +114.5% | +3.6% | +110.9% | +114.1% |
| YTD | +171.9% | +22.5% | +149.4% | +155.4% |
| 1Y | +305.0% | +18.2% | +286.8% | +281.1% |
| 3Y | +168.3% | +238.4% | -70.0% | +59.1% |
| 5Y | +102.3% | +550.5% | -448.2% | -14.7% |
| All | +102.3% | +540.8% | -438.5% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling