+16,837.1%
INTC vs ETN
+20,265.8%
-3,428.7%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.5% |
| 7D | +18.0% | +6.2% | +11.7% | +14.4% |
| 30D | +8.9% | -6.7% | +15.6% | +13.0% |
| 3M | -1.6% | +3.6% | -5.2% | -2.6% |
| 6M | +133.1% | +18.3% | +114.8% | +115.9% |
| YTD | +187.9% | +31.5% | +156.5% | +153.2% |
| 1Y | +334.7% | +20.6% | +314.1% | +299.0% |
| 3Y | +184.2% | +82.5% | +101.6% | +107.7% |
| 5Y | +116.0% | +177.8% | -61.8% | +26.0% |
| 10Y | +270.0% | +705.0% | -435.0% | +21.7% |
| All | +16,837.1% | +20,265.8% | -3,428.7% | +1,134.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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