+111.7%
INTC vs Z
-67.0%
+178.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -6.4% | +15.5% | +10.3% |
| 7D | +17.4% | -3.3% | +20.7% | +17.9% |
| 30D | +2.8% | -3.7% | +6.5% | +3.0% |
| 3M | -5.3% | -7.0% | +1.7% | -5.2% |
| 6M | +140.6% | -29.5% | +170.1% | +154.7% |
| YTD | +183.1% | -52.6% | +235.7% | +225.5% |
| 1Y | +326.8% | -64.0% | +390.8% | +422.7% |
| 3Y | +179.4% | -36.4% | +215.9% | +186.4% |
| 5Y | +111.7% | -65.8% | +177.5% | +105.1% |
| All | +111.7% | -67.0% | +178.7% | +105.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling