+9,863.9%
INTC vs VFC
+1,360.5%
+8,503.4%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.5% | +8.0% | +7.7% |
| 7D | +7.3% | -1.4% | +8.6% | +7.9% |
| 30D | -38.3% | +30.7% | -69.0% | -43.7% |
| 3M | -36.0% | +40.6% | -76.7% | -43.2% |
| 6M | -51.7% | +16.5% | -68.2% | -55.0% |
| YTD | +69.4% | +16.2% | +53.2% | +56.2% |
| 1Y | +65.0% | +42.4% | +22.6% | +41.6% |
| 3Y | +63.0% | +48.1% | +14.9% | +21.2% |
| 5Y | +33.4% | -67.8% | +101.2% | +63.3% |
| 10Y | +121.2% | -48.5% | +169.7% | +115.0% |
| All | +9,863.9% | +1,360.5% | +8,503.4% | +3,278.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling