+440.2%
INTC vs ESI
+224.6%
+215.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.9% | +1.6% | +3.4% |
| 7D | +7.1% | +3.3% | +3.8% | +5.8% |
| 30D | -5.2% | -5.9% | +0.7% | -3.0% |
| 3M | -14.3% | -14.1% | -0.2% | -8.4% |
| 6M | +110.2% | +6.6% | +103.6% | +111.4% |
| YTD | +159.6% | +45.0% | +114.6% | +136.7% |
| 1Y | +289.3% | +41.5% | +247.8% | +257.2% |
| 3Y | +166.1% | +78.8% | +87.3% | +128.2% |
| 5Y | +94.4% | +70.9% | +23.5% | +67.3% |
| 10Y | +227.7% | +317.1% | -89.4% | +126.8% |
| All | +440.2% | +224.6% | +215.6% | +296.3% |
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 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