+111.9%
INTC vs V
+458.1%
-346.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -3.3% |
| 7D | +6.0% | +0.9% | +5.1% | +5.4% |
| 30D | -39.2% | +9.0% | -48.2% | -42.6% |
| 3M | -42.9% | +16.7% | -59.7% | -48.7% |
| 6M | -50.4% | +33.4% | -83.8% | -59.7% |
| YTD | +61.7% | +22.4% | +39.3% | +38.0% |
| 1Y | +66.1% | +27.7% | +38.5% | +37.4% |
| 3Y | +58.1% | +78.0% | -19.8% | +3.6% |
| 5Y | +27.9% | +108.5% | -80.7% | -26.2% |
| All | +111.9% | +458.1% | -346.1% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside V.
Daily Out/Under-Performance
Portfolio return minus V return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × V 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 V 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