+252.1%
INTC vs ETR
+296.9%
-44.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.8% |
| 7D | +7.5% | -1.8% | +9.3% | +8.3% |
| 30D | +2.0% | -1.8% | +3.7% | +2.7% |
| 3M | -12.0% | -3.6% | -8.4% | -10.7% |
| 6M | +114.5% | +2.6% | +111.9% | +111.3% |
| YTD | +179.0% | +16.0% | +162.9% | +161.0% |
| 1Y | +318.3% | +20.1% | +298.2% | +285.0% |
| 3Y | +171.2% | +143.6% | +27.6% | +82.0% |
| 5Y | +107.6% | +124.4% | -16.8% | +42.5% |
| All | +252.1% | +296.9% | -44.7% | +107.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling