+116.0%
INTC vs EXE
+100.7%
+15.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.0% |
| 7D | +18.0% | -2.7% | +20.7% | +18.7% |
| 30D | +8.9% | -0.4% | +9.3% | +8.9% |
| 3M | -1.6% | +9.5% | -11.0% | -4.0% |
| 6M | +133.1% | -9.3% | +142.4% | +137.2% |
| YTD | +187.9% | -10.9% | +198.8% | +193.1% |
| 1Y | +334.7% | +4.3% | +330.4% | +324.1% |
| 3Y | +184.2% | +18.8% | +165.4% | +164.9% |
| 5Y | +116.0% | +101.4% | +14.6% | +83.2% |
| All | +116.0% | +100.7% | +15.3% | +83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling