+25.0%
INTC vs EW
-12.2%
+37.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.5% | +3.0% | +4.7% |
| 7D | -1.0% | +12.3% | -13.3% | -4.4% |
| 30D | -43.3% | +22.9% | -66.2% | -46.6% |
| 3M | -41.6% | +16.7% | -58.3% | -44.4% |
| 6M | -52.5% | +31.0% | -83.4% | -56.7% |
| YTD | +60.9% | +22.8% | +38.1% | +49.6% |
| 1Y | +55.7% | +25.6% | +30.1% | +43.6% |
| 3Y | +59.2% | +62.0% | -2.8% | +27.4% |
| 5Y | +25.0% | -12.8% | +37.8% | +23.6% |
| All | +25.0% | -12.2% | +37.2% | +23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling