+243.2%
INTC vs UL
+65.6%
+177.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.4% | -4.2% | -5.2% |
| 7D | +9.4% | -4.1% | +13.5% | +10.7% |
| 30D | +2.7% | -1.2% | +3.9% | +2.9% |
| 3M | -6.3% | +6.0% | -12.3% | -8.9% |
| 6M | +114.5% | -5.5% | +119.9% | +115.8% |
| YTD | +171.9% | -3.3% | +175.2% | +170.3% |
| 1Y | +305.0% | -9.8% | +314.8% | +311.4% |
| 3Y | +168.3% | +20.1% | +148.2% | +138.7% |
| 5Y | +102.3% | +19.2% | +83.1% | +77.5% |
| All | +243.2% | +65.6% | +177.5% | +171.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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