+15,172.7%
INTC vs VMC
+3,246.6%
+11,926.1%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.9% | +3.6% | +4.2% |
| 7D | +7.1% | -4.3% | +11.4% | +8.7% |
| 30D | -5.2% | -8.2% | +3.0% | -2.4% |
| 3M | -14.3% | -7.0% | -7.3% | -12.9% |
| 6M | +110.2% | -10.8% | +120.9% | +116.9% |
| YTD | +159.6% | -7.4% | +167.0% | +163.8% |
| 1Y | +289.3% | -9.5% | +298.8% | +298.1% |
| 3Y | +166.1% | +20.5% | +145.6% | +146.5% |
| 5Y | +94.4% | +51.6% | +42.8% | +65.8% |
| 10Y | +227.7% | +150.0% | +77.7% | +121.2% |
| All | +15,172.7% | +3,246.6% | +11,926.1% | +4,670.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling