+111.9%
INTC vs EW
+254.3%
-142.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -3.0% |
| 7D | +6.0% | +4.9% | +1.1% | +4.3% |
| 30D | -39.2% | +23.9% | -63.1% | -43.4% |
| 3M | -42.9% | +15.8% | -58.7% | -45.9% |
| 6M | -50.4% | +31.7% | -82.1% | -55.4% |
| YTD | +61.7% | +25.7% | +36.0% | +47.5% |
| 1Y | +66.1% | +24.4% | +41.7% | +52.0% |
| 3Y | +58.1% | +65.9% | -7.7% | +23.7% |
| 5Y | +27.9% | -7.6% | +35.5% | +22.9% |
| All | +111.9% | +254.3% | -142.4% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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