+57.4%
INTC vs ESI
+27.8%
+29.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.6% | +0.9% | +0.8% |
| 7D | -39.0% | -6.6% | -32.4% | -34.1% |
| 30D | -49.8% | -10.9% | -38.9% | -43.3% |
| 3M | -42.2% | -13.8% | -28.4% | -32.8% |
| 6M | -39.2% | -21.5% | -17.6% | -21.5% |
| YTD | +57.9% | +34.7% | +23.2% | +46.6% |
| 1Y | +57.4% | +24.9% | +32.5% | +52.8% |
| All | +57.4% | +27.8% | +29.5% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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