+243.2%
INTC vs XRT
+125.1%
+118.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.8% | -5.1% |
| 7D | +9.4% | -3.6% | +13.0% | +11.7% |
| 30D | +2.7% | -6.7% | +9.4% | +6.7% |
| 3M | -6.3% | -1.4% | -4.9% | -6.2% |
| 6M | +114.5% | +1.7% | +112.7% | +111.1% |
| YTD | +171.9% | -1.5% | +173.3% | +173.2% |
| 1Y | +305.0% | -2.5% | +307.5% | +309.6% |
| 3Y | +168.3% | +39.9% | +128.4% | +121.1% |
| 5Y | +102.3% | -2.6% | +104.9% | +98.3% |
| All | +243.2% | +125.1% | +118.1% | +87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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