+305.0%
INTC vs VFC
-14.7%
+319.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.6% | -4.0% | -5.2% |
| 7D | +9.4% | -3.3% | +12.7% | +10.2% |
| 30D | +2.7% | -14.0% | +16.7% | +6.0% |
| 3M | -6.3% | -22.6% | +16.3% | -1.6% |
| 6M | +114.5% | -24.7% | +139.2% | +123.1% |
| YTD | +171.9% | -29.0% | +200.8% | +183.8% |
| 1Y | +305.0% | -13.8% | +318.8% | +293.6% |
| All | +305.0% | -14.7% | +319.8% | +293.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling