+45.5%
INTC vs VRT
+2,012.3%
-1,966.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.5% |
| 7D | +17.1% | +18.6% | -1.5% | +11.7% |
| 30D | -40.5% | -11.7% | -28.8% | -38.3% |
| 3M | -39.4% | -27.3% | -12.1% | -33.9% |
| 6M | -49.3% | -42.9% | -6.4% | -41.3% |
| YTD | +65.9% | +29.5% | +36.4% | +58.4% |
| 1Y | +61.5% | +21.0% | +40.5% | +56.4% |
| 3Y | +59.6% | +403.1% | -343.5% | +6.4% |
| 5Y | +31.2% | +688.8% | -657.7% | -25.6% |
| All | +45.5% | +2,012.3% | -1,966.8% | -24.1% |
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