+152.6%
INTC vs VRT
+2,548.2%
-2,395.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -9.6% | +11.3% | +4.2% |
| 7D | +18.0% | +2.4% | +15.6% | +17.1% |
| 30D | +8.9% | -2.7% | +11.6% | +9.6% |
| 3M | -1.6% | -9.2% | +7.6% | +1.2% |
| 6M | +133.1% | -0.5% | +133.6% | +134.2% |
| YTD | +187.9% | +62.3% | +125.6% | +158.0% |
| 1Y | +334.7% | +109.6% | +225.1% | +268.4% |
| 3Y | +184.2% | +573.1% | -388.9% | +75.1% |
| 5Y | +116.0% | +953.6% | -837.6% | +12.9% |
| All | +152.6% | +2,548.2% | -2,395.6% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 VRT 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