+117.4%
INTC vs ESI
+321.1%
-203.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | +0.1% | -0.9% |
| 7D | +17.1% | +8.3% | +8.8% | +12.4% |
| 30D | -40.5% | -10.4% | -30.0% | -36.1% |
| 3M | -39.4% | -13.2% | -26.2% | -33.9% |
| 6M | -49.3% | -23.9% | -25.4% | -40.2% |
| YTD | +65.9% | +34.2% | +31.7% | +52.1% |
| 1Y | +61.5% | +22.2% | +39.3% | +54.1% |
| 3Y | +59.6% | +79.2% | -19.6% | +28.9% |
| 5Y | +31.2% | +38.1% | -7.0% | +14.8% |
| All | +117.4% | +321.1% | -203.7% | +32.6% |
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