+106.4%
INTC vs V
+444.9%
-338.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.2% |
| 7D | -4.0% | +0.6% | -4.6% | -4.3% |
| 30D | -44.5% | +9.7% | -54.2% | -47.8% |
| 3M | -40.4% | +17.3% | -57.7% | -46.6% |
| 6M | -53.5% | +33.2% | -86.7% | -62.2% |
| YTD | +57.5% | +21.3% | +36.2% | +35.2% |
| 1Y | +51.2% | +27.3% | +23.8% | +25.3% |
| 3Y | +51.6% | +76.1% | -24.5% | +0.1% |
| 5Y | +23.5% | +103.5% | -80.0% | -27.5% |
| 10Y | +106.4% | +454.5% | -348.1% | -33.7% |
| All | +106.4% | +444.9% | -338.5% | -33.7% |
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