+111.9%
INTC vs ESI
+318.1%
-206.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.1% |
| 7D | +6.0% | +5.5% | +0.5% | +3.1% |
| 30D | -39.2% | -7.8% | -31.4% | -35.8% |
| 3M | -42.9% | -15.0% | -27.9% | -37.1% |
| 6M | -50.4% | -24.9% | -25.5% | -41.1% |
| YTD | +61.7% | +33.2% | +28.5% | +48.9% |
| 1Y | +66.1% | +24.9% | +41.2% | +57.1% |
| 3Y | +58.1% | +77.8% | -19.6% | +28.3% |
| 5Y | +27.9% | +37.1% | -9.3% | +12.3% |
| All | +111.9% | +318.1% | -206.1% | +29.8% |
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 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