+121.2%
INTC vs Z
-14.8%
+136.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.7% | +5.8% | +7.2% |
| 7D | +7.3% | -13.1% | +20.3% | +10.2% |
| 30D | -38.3% | +5.9% | -44.2% | -39.5% |
| 3M | -36.0% | -13.7% | -22.4% | -35.1% |
| 6M | -51.7% | -27.1% | -24.6% | -49.7% |
| YTD | +69.4% | -56.8% | +126.2% | +94.8% |
| 1Y | +65.0% | -60.2% | +125.2% | +93.0% |
| 3Y | +63.0% | -19.7% | +82.7% | +57.9% |
| 5Y | +33.4% | -53.7% | +87.1% | +38.3% |
| 10Y | +121.2% | -16.9% | +138.1% | +81.8% |
| All | +121.2% | -14.8% | +136.0% | +81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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