+179.4%
INTC vs EXPE
+162.6%
+16.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -7.9% | +16.9% | +10.5% |
| 7D | +17.4% | -9.8% | +27.2% | +19.4% |
| 30D | +2.8% | -11.5% | +14.3% | +4.6% |
| 3M | -5.3% | +21.7% | -27.0% | -11.2% |
| 6M | +140.6% | +10.4% | +130.2% | +128.8% |
| YTD | +183.1% | -2.5% | +185.7% | +176.6% |
| 1Y | +326.8% | +27.3% | +299.4% | +278.9% |
| 3Y | +179.4% | +153.5% | +25.9% | +105.7% |
| All | +179.4% | +162.6% | +16.8% | +105.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling