+111.9%
INTC vs Z
-16.5%
+128.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.5% | -6.0% | -3.2% |
| 7D | +6.0% | +0.8% | +5.2% | +5.8% |
| 30D | -39.2% | +5.2% | -44.4% | -40.3% |
| 3M | -42.9% | -17.0% | -25.9% | -41.6% |
| 6M | -50.4% | -22.7% | -27.7% | -49.0% |
| YTD | +61.7% | -56.3% | +118.0% | +85.5% |
| 1Y | +66.1% | -57.7% | +123.8% | +91.6% |
| 3Y | +58.1% | -16.5% | +74.7% | +51.9% |
| 5Y | +27.9% | -53.4% | +81.3% | +32.4% |
| All | +111.9% | -16.5% | +128.4% | +73.7% |
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