+111.9%
INTC vs EXPE
+123.5%
-11.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.3% |
| 7D | +6.0% | -0.5% | +6.5% | +6.2% |
| 30D | -39.2% | -6.1% | -33.1% | -38.9% |
| 3M | -42.9% | -21.3% | -21.6% | -40.7% |
| 6M | -50.4% | +19.0% | -69.4% | -54.0% |
| YTD | +61.7% | -8.4% | +70.1% | +57.7% |
| 1Y | +66.1% | -2.8% | +68.9% | +59.3% |
| 3Y | +58.1% | +120.8% | -62.6% | +18.6% |
| 5Y | +27.9% | +46.2% | -18.3% | +1.2% |
| All | +111.9% | +123.5% | -11.6% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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