-50.4%
INTC vs ESI
-25.4%
-25.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -1.7% |
| 7D | +6.0% | +5.5% | +0.5% | 0.0% |
| 30D | -39.2% | -7.8% | -31.4% | -32.6% |
| 3M | -42.9% | -15.0% | -27.9% | -31.1% |
| 6M | -50.4% | -24.9% | -25.5% | -31.5% |
| All | -50.4% | -25.4% | -25.0% | -31.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling