+15,172.7%
INTC vs VFC
+845.1%
+14,327.6%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.4% | +2.1% | +3.7% |
| 7D | +7.1% | -1.6% | +8.7% | +7.6% |
| 30D | -5.2% | -11.6% | +6.4% | -1.5% |
| 3M | -14.3% | -18.1% | +3.8% | -9.7% |
| 6M | +110.2% | -27.4% | +137.5% | +128.9% |
| YTD | +159.6% | -24.8% | +184.4% | +177.9% |
| 1Y | +289.3% | -8.2% | +297.5% | +285.5% |
| 3Y | +166.1% | -29.1% | +195.2% | +148.9% |
| 5Y | +94.4% | -79.2% | +173.5% | +175.7% |
| 10Y | +227.7% | -68.1% | +295.8% | +275.0% |
| All | +15,172.7% | +845.1% | +14,327.6% | +5,910.1% |
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 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