+165.3%
INTC vs EXPD
+68.7%
+96.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.9% | +3.6% | +4.1% |
| 7D | +7.1% | -1.1% | +8.2% | +7.7% |
| 30D | -5.2% | +4.1% | -9.3% | -6.9% |
| 3M | -14.3% | +17.9% | -32.2% | -20.9% |
| 6M | +110.2% | +29.2% | +81.0% | +85.8% |
| YTD | +159.6% | +27.4% | +132.3% | +129.3% |
| 1Y | +289.3% | +56.8% | +232.4% | +208.4% |
| All | +165.3% | +68.7% | +96.6% | +95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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