+252.1%
INTC vs EWZ
+94.8%
+157.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +3.0% |
| 7D | +7.5% | +0.9% | +6.6% | +7.1% |
| 30D | +2.0% | +12.8% | -10.8% | -3.0% |
| 3M | -12.0% | +10.8% | -22.7% | -15.6% |
| 6M | +114.5% | +2.5% | +112.0% | +112.7% |
| YTD | +179.0% | +21.4% | +157.6% | +159.5% |
| 1Y | +318.3% | +32.8% | +285.5% | +274.7% |
| 3Y | +171.2% | +45.2% | +126.0% | +132.9% |
| 5Y | +107.6% | +63.0% | +44.6% | +65.2% |
| All | +252.1% | +94.8% | +157.4% | +151.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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