+179.9%
INTC vs VCLT
+12.6%
+167.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | +18.0% | 0.0% | +18.0% | +18.0% |
| 30D | +8.9% | +0.1% | +8.8% | +8.8% |
| 3M | -1.6% | -2.9% | +1.3% | +0.8% |
| 6M | +133.1% | -4.0% | +137.0% | +140.2% |
| YTD | +187.9% | -2.2% | +190.2% | +193.8% |
| 1Y | +334.7% | -2.6% | +337.3% | +344.3% |
| All | +179.9% | +12.6% | +167.3% | +160.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 3y: compounded portfolio wealth divided by compounded VCLT 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…
3y analysis · Full analysis span regression · 6 months rolling