+18.5%
INTC vs ES
+3.4%
+15.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.9% | +10.6% | +8.2% |
| 7D | -14.4% | +1.9% | -16.3% | -14.9% |
| 30D | -50.2% | +7.1% | -57.3% | -51.2% |
| 3M | -43.6% | -1.9% | -41.7% | -43.5% |
| 6M | -50.2% | +4.4% | -54.5% | -51.3% |
| YTD | +52.5% | +7.3% | +45.2% | +47.6% |
| 1Y | +51.1% | +2.1% | +49.0% | +47.6% |
| 3Y | +50.3% | +41.8% | +8.4% | +28.2% |
| All | +18.5% | +3.4% | +15.1% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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