+243.2%
INTC vs ESI
+310.7%
-67.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.5% | -1.1% | -3.3% |
| 7D | +9.4% | -2.3% | +11.8% | +10.8% |
| 30D | +2.7% | -9.0% | +11.7% | +7.9% |
| 3M | -6.3% | -13.3% | +7.0% | +2.2% |
| 6M | +114.5% | +5.3% | +109.2% | +117.3% |
| YTD | +171.9% | +37.6% | +134.3% | +144.1% |
| 1Y | +305.0% | +33.6% | +271.4% | +267.5% |
| 3Y | +168.3% | +75.8% | +92.6% | +116.6% |
| 5Y | +102.3% | +68.6% | +33.7% | +63.5% |
| All | +243.2% | +310.7% | -67.6% | +105.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling