+116.0%
INTC vs ESI
+74.4%
+41.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.5% |
| 7D | +18.0% | +3.9% | +14.1% | +14.9% |
| 30D | +8.9% | -3.8% | +12.7% | +12.1% |
| 3M | -1.6% | -13.1% | +11.6% | +10.1% |
| 6M | +133.1% | +11.3% | +121.7% | +127.5% |
| YTD | +187.9% | +44.1% | +143.8% | +138.9% |
| 1Y | +334.7% | +40.3% | +294.4% | +264.8% |
| 3Y | +184.2% | +84.1% | +100.1% | +100.1% |
| 5Y | +116.0% | +75.8% | +40.2% | +50.5% |
| All | +116.0% | +74.4% | +41.6% | +50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling