+129.8%
INTC vs EWZ
+436.1%
-306.3%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.7% | +5.2% | +4.8% |
| 7D | +7.1% | +6.5% | +0.6% | +4.4% |
| 30D | -5.2% | +4.8% | -10.1% | -7.1% |
| 3M | -14.3% | +9.9% | -24.2% | -17.3% |
| 6M | +110.2% | +1.9% | +108.2% | +109.0% |
| YTD | +159.6% | +20.3% | +139.3% | +142.5% |
| 1Y | +289.3% | +35.6% | +253.7% | +246.2% |
| 3Y | +166.1% | +43.4% | +122.6% | +129.8% |
| 5Y | +94.4% | +55.9% | +38.4% | +57.1% |
| 10Y | +227.7% | +84.2% | +143.6% | +126.9% |
| All | +129.8% | +436.1% | -306.3% | -20.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling