+252.4%
INTC vs ESI
+207.0%
+45.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +4.0% | +3.5% | +6.0% |
| 7D | +7.3% | +1.8% | +5.4% | +6.8% |
| 30D | -38.3% | -6.6% | -31.7% | -36.2% |
| 3M | -36.0% | -9.4% | -26.7% | -33.0% |
| 6M | -51.7% | -24.1% | -27.6% | -45.6% |
| YTD | +69.4% | +37.1% | +32.2% | +59.2% |
| 1Y | +65.0% | +24.5% | +40.4% | +59.5% |
| 3Y | +63.0% | +83.2% | -20.2% | +41.3% |
| 5Y | +33.4% | +44.0% | -10.6% | +21.6% |
| 10Y | +121.2% | +332.8% | -211.6% | +56.4% |
| All | +252.4% | +207.0% | +45.5% | +166.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling