+121.2%
INTC vs EXC
+197.6%
-76.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.2% | +7.3% | +7.5% |
| 7D | +7.3% | -1.4% | +8.6% | +7.7% |
| 30D | -38.3% | +8.3% | -46.6% | -40.6% |
| 3M | -36.0% | +2.6% | -38.7% | -37.1% |
| 6M | -51.7% | +5.2% | -56.9% | -53.4% |
| YTD | +69.4% | +7.5% | +61.8% | +60.3% |
| 1Y | +65.0% | +3.2% | +61.8% | +59.1% |
| 3Y | +63.0% | +29.5% | +33.4% | +37.6% |
| 5Y | +33.4% | +39.7% | -6.3% | +6.2% |
| 10Y | +121.2% | +200.1% | -78.9% | +25.5% |
| All | +121.2% | +197.6% | -76.4% | +25.5% |
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