+731.0%
INTC vs VIG
+623.5%
+107.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.5% | +5.0% | +5.1% |
| 7D | +7.1% | -0.4% | +7.5% | +7.6% |
| 30D | -5.2% | -1.0% | -4.2% | -4.1% |
| 3M | -14.3% | +2.8% | -17.1% | -16.9% |
| 6M | +110.2% | +8.2% | +102.0% | +92.0% |
| YTD | +159.6% | +11.0% | +148.6% | +130.2% |
| 1Y | +289.3% | +16.1% | +273.1% | +227.2% |
| 3Y | +166.1% | +56.2% | +109.9% | +61.2% |
| 5Y | +94.4% | +63.0% | +31.4% | +13.6% |
| 10Y | +227.7% | +241.4% | -13.7% | -17.1% |
| All | +731.0% | +623.5% | +107.4% | -11.2% |
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 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