+9,656.7%
INTC vs VMC
+3,476.8%
+6,179.8%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.6% |
| 7D | +17.1% | -1.7% | +18.8% | +17.8% |
| 30D | -40.5% | +15.3% | -55.7% | -43.6% |
| 3M | -39.4% | +0.3% | -39.7% | -39.9% |
| 6M | -49.3% | +0.9% | -50.1% | -50.2% |
| YTD | +65.9% | -1.0% | +66.9% | +63.6% |
| 1Y | +61.5% | -4.3% | +65.9% | +61.2% |
| 3Y | +59.6% | +35.3% | +24.3% | +41.3% |
| 5Y | +31.2% | +44.4% | -13.2% | +13.0% |
| 10Y | +116.6% | +128.0% | -11.4% | +50.4% |
| All | +9,656.7% | +3,476.8% | +6,179.8% | +2,857.7% |
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