+111.9%
INTC vs EXC
+205.3%
-93.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -3.0% |
| 7D | +6.0% | +1.4% | +4.6% | +5.5% |
| 30D | -39.2% | +8.6% | -47.8% | -41.4% |
| 3M | -42.9% | +2.4% | -45.3% | -43.8% |
| 6M | -50.4% | +6.5% | -56.9% | -52.4% |
| YTD | +61.7% | +9.0% | +52.6% | +52.2% |
| 1Y | +66.1% | +4.6% | +61.6% | +59.3% |
| 3Y | +58.1% | +33.5% | +24.7% | +31.6% |
| 5Y | +27.9% | +41.4% | -13.5% | +1.3% |
| All | +111.9% | +205.3% | -93.4% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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