+270.0%
INTC vs EXC
+152.4%
+117.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.9% |
| 7D | +18.0% | +0.3% | +17.6% | +17.8% |
| 30D | +8.9% | -0.9% | +9.8% | +9.3% |
| 3M | -1.6% | -2.7% | +1.1% | -1.1% |
| 6M | +133.1% | -9.4% | +142.5% | +139.9% |
| YTD | +187.9% | +3.0% | +184.9% | +178.9% |
| 1Y | +334.7% | +5.1% | +329.6% | +316.1% |
| 3Y | +184.2% | +20.6% | +163.6% | +149.1% |
| 5Y | +116.0% | +45.7% | +70.3% | +68.4% |
| 10Y | +270.0% | +160.8% | +109.2% | +122.0% |
| All | +270.0% | +152.4% | +117.6% | +122.0% |
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