+111.9%
INTC vs VMC
+125.2%
-13.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -2.0% | -2.3% |
| 7D | +6.0% | -1.3% | +7.3% | +6.5% |
| 30D | -39.2% | +15.5% | -54.7% | -42.8% |
| 3M | -42.9% | +0.6% | -43.5% | -43.5% |
| 6M | -50.4% | +2.1% | -52.5% | -51.7% |
| YTD | +61.7% | -1.6% | +63.2% | +59.4% |
| 1Y | +66.1% | -1.2% | +67.3% | +63.5% |
| 3Y | +58.1% | +35.3% | +22.8% | +38.3% |
| 5Y | +27.9% | +43.6% | -15.7% | +8.0% |
| All | +111.9% | +125.2% | -13.3% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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