+252.1%
INTC vs VIG
+250.0%
+2.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +1.6% |
| 7D | +7.5% | -1.1% | +8.5% | +9.0% |
| 30D | +2.0% | -2.7% | +4.7% | +5.8% |
| 3M | -12.0% | +2.5% | -14.5% | -15.0% |
| 6M | +114.5% | +9.2% | +105.3% | +91.3% |
| YTD | +179.0% | +9.8% | +169.1% | +147.5% |
| 1Y | +318.3% | +12.4% | +305.9% | +260.7% |
| 3Y | +171.2% | +55.9% | +115.3% | +57.4% |
| 5Y | +107.6% | +63.9% | +43.6% | +14.6% |
| All | +252.1% | +250.0% | +2.1% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling