+51.6%
INTC vs ESI
+78.7%
-27.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.6% |
| 7D | -4.0% | -6.6% | +2.6% | +1.9% |
| 30D | -44.5% | -9.8% | -34.7% | -38.7% |
| 3M | -40.4% | -11.9% | -28.5% | -33.0% |
| 6M | -53.5% | -25.1% | -28.4% | -40.0% |
| YTD | +57.5% | +31.9% | +25.6% | +40.4% |
| 1Y | +51.2% | +19.2% | +32.0% | +43.6% |
| 3Y | +51.6% | +76.2% | -24.6% | +11.3% |
| All | +51.6% | +78.7% | -27.1% | +11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling