+116.0%
INTC vs EXPE
+89.3%
+26.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.9% |
| 7D | +18.0% | -11.5% | +29.5% | +20.9% |
| 30D | +8.9% | -13.1% | +22.0% | +11.8% |
| 3M | -1.6% | +18.1% | -19.7% | -7.3% |
| 6M | +133.1% | +13.3% | +119.8% | +119.8% |
| YTD | +187.9% | -3.2% | +191.1% | +180.7% |
| 1Y | +334.7% | +26.1% | +308.5% | +288.4% |
| 3Y | +184.2% | +151.7% | +32.5% | +102.5% |
| 5Y | +116.0% | +88.3% | +27.7% | +56.7% |
| All | +116.0% | +89.3% | +26.7% | +56.7% |
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 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