+23.5%
INTC vs EXPE
+38.0%
-14.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.7% |
| 7D | -4.0% | -11.2% | +7.2% | -1.8% |
| 30D | -44.5% | -7.5% | -37.0% | -44.0% |
| 3M | -40.4% | -19.1% | -21.3% | -38.6% |
| 6M | -53.5% | +10.7% | -64.2% | -56.2% |
| YTD | +57.5% | -9.9% | +67.4% | +54.1% |
| 1Y | +51.2% | -4.6% | +55.8% | +45.2% |
| 3Y | +51.6% | +116.8% | -65.2% | +9.8% |
| 5Y | +23.5% | +38.6% | -15.1% | -4.9% |
| All | +23.5% | +38.0% | -14.6% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling