+4,359.9%
INTC vs EME
+62,686.4%
-58,326.5%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +2.5% | +6.5% | +8.2% |
| 7D | +17.4% | +5.2% | +12.3% | +15.6% |
| 30D | +2.8% | -5.4% | +8.1% | +4.8% |
| 3M | -5.3% | -6.1% | +0.8% | -2.7% |
| 6M | +140.6% | +9.7% | +130.9% | +135.8% |
| YTD | +183.1% | +26.6% | +156.5% | +165.5% |
| 1Y | +326.8% | +24.6% | +302.1% | +299.2% |
| 3Y | +179.4% | +249.6% | -70.1% | +83.6% |
| 5Y | +111.7% | +556.6% | -444.8% | +13.1% |
| 10Y | +253.8% | +1,286.6% | -1,032.8% | +46.0% |
| All | +4,359.9% | +62,686.4% | -58,326.5% | +981.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling