+270.0%
INTC vs V
+378.5%
-108.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.9% |
| 7D | +18.0% | -2.9% | +20.9% | +19.9% |
| 30D | +8.9% | +1.9% | +7.1% | +7.2% |
| 3M | -1.6% | +13.2% | -14.8% | -10.4% |
| 6M | +133.1% | +16.7% | +116.4% | +106.6% |
| YTD | +187.9% | +5.4% | +182.5% | +171.3% |
| 1Y | +334.7% | +7.7% | +327.0% | +299.9% |
| 3Y | +184.2% | +52.0% | +132.2% | +106.7% |
| 5Y | +116.0% | +67.7% | +48.3% | +43.7% |
| 10Y | +270.0% | +384.8% | -114.8% | +27.5% |
| All | +270.0% | +378.5% | -108.5% | +27.5% |
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