+179.4%
INTC vs EXE
+21.0%
+158.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +0.3% | +8.8% | +9.0% |
| 7D | +17.4% | -1.8% | +19.2% | +17.9% |
| 30D | +2.8% | +6.4% | -3.6% | +1.1% |
| 3M | -5.3% | +9.2% | -14.5% | -7.7% |
| 6M | +140.6% | -7.0% | +147.6% | +144.5% |
| YTD | +183.1% | -9.5% | +192.6% | +188.6% |
| 1Y | +326.8% | +6.2% | +320.5% | +309.7% |
| 3Y | +179.4% | +20.7% | +158.7% | +141.4% |
| All | +179.4% | +21.0% | +158.5% | +141.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 3y: compounded portfolio wealth divided by compounded EXE 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…
3y analysis · Full analysis span regression · 6 months rolling