+270.0%
INTC vs EXPE
+153.6%
+116.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.9% |
| 7D | +18.0% | -11.5% | +29.5% | +21.0% |
| 30D | +8.9% | -13.1% | +22.0% | +11.9% |
| 3M | -1.6% | +18.1% | -19.7% | -7.1% |
| 6M | +133.1% | +13.3% | +119.8% | +120.4% |
| YTD | +187.9% | -3.2% | +191.1% | +180.7% |
| 1Y | +334.7% | +26.1% | +308.5% | +291.6% |
| 3Y | +184.2% | +151.7% | +32.5% | +108.4% |
| 5Y | +116.0% | +88.3% | +27.7% | +62.6% |
| 10Y | +270.0% | +158.0% | +112.0% | +128.5% |
| All | +270.0% | +153.6% | +116.4% | +128.5% |
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