+111.7%
INTC vs VFC
-78.3%
+190.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -1.9% | +10.9% | +9.5% |
| 7D | +17.4% | +0.8% | +16.6% | +17.1% |
| 30D | +2.8% | -11.9% | +14.7% | +6.0% |
| 3M | -5.3% | -20.2% | +14.9% | -0.6% |
| 6M | +140.6% | -23.0% | +163.6% | +153.4% |
| YTD | +183.1% | -26.2% | +209.3% | +200.0% |
| 1Y | +326.8% | -13.3% | +340.1% | +329.3% |
| 3Y | +179.4% | -25.5% | +204.9% | +162.4% |
| 5Y | +111.7% | -78.1% | +189.8% | +255.5% |
| All | +111.7% | -78.3% | +190.1% | +255.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling