+243.2%
INTC vs VFC
-70.4%
+313.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.6% | -4.0% | -5.1% |
| 7D | +9.4% | -3.3% | +12.7% | +10.5% |
| 30D | +2.7% | -14.0% | +16.7% | +7.1% |
| 3M | -6.3% | -22.6% | +16.3% | -0.1% |
| 6M | +114.5% | -24.7% | +139.2% | +128.9% |
| YTD | +171.9% | -29.0% | +200.8% | +193.5% |
| 1Y | +305.0% | -13.8% | +318.8% | +308.3% |
| 3Y | +168.3% | -28.2% | +196.6% | +150.6% |
| 5Y | +102.3% | -79.0% | +181.3% | +197.7% |
| All | +243.2% | -70.4% | +313.5% | +341.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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