+9,656.7%
INTC vs VFC
+1,317.4%
+8,339.3%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.0% | +0.9% | -1.1% |
| 7D | +17.1% | -1.4% | +18.6% | +17.7% |
| 30D | -40.5% | +24.6% | -65.1% | -44.8% |
| 3M | -39.4% | +38.4% | -77.8% | -45.9% |
| 6M | -49.3% | +15.3% | -64.5% | -52.6% |
| YTD | +65.9% | +12.7% | +53.1% | +54.4% |
| 1Y | +61.5% | +32.7% | +28.8% | +41.9% |
| 3Y | +59.6% | +43.7% | +15.9% | +19.8% |
| 5Y | +31.2% | -69.2% | +100.3% | +62.9% |
| 10Y | +116.6% | -50.0% | +166.6% | +112.6% |
| All | +9,656.7% | +1,317.4% | +8,339.3% | +3,240.3% |
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