+417.5%
INTC vs VIG
+655.8%
-238.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +6.0% | +3.5% | +2.5% | +1.7% |
| 30D | -39.2% | +4.9% | -44.1% | -42.6% |
| 3M | -42.9% | +2.5% | -45.5% | -44.7% |
| 6M | -50.4% | +11.0% | -61.4% | -56.3% |
| YTD | +61.7% | +16.0% | +45.7% | +35.9% |
| 1Y | +66.1% | +17.5% | +48.6% | +37.5% |
| 3Y | +58.1% | +67.0% | -8.9% | -11.6% |
| 5Y | +27.9% | +64.8% | -36.9% | -26.3% |
| 10Y | +111.1% | +263.6% | -152.4% | -50.5% |
| All | +417.5% | +655.8% | -238.3% | -47.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling