+240.3%
INTC vs VO
+825.6%
-585.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +6.0% | +3.1% | +2.9% | +2.9% |
| 30D | -39.2% | +2.2% | -41.4% | -40.1% |
| 3M | -42.9% | -2.5% | -40.4% | -41.0% |
| 6M | -50.4% | +7.0% | -57.4% | -52.9% |
| YTD | +61.7% | +14.0% | +47.7% | +45.1% |
| 1Y | +66.1% | +15.6% | +50.5% | +47.1% |
| 3Y | +58.1% | +66.2% | -8.0% | +1.4% |
| 5Y | +27.9% | +36.6% | -8.8% | -0.4% |
| 10Y | +111.1% | +199.0% | -87.8% | -19.6% |
| All | +240.3% | +825.6% | -585.3% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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