+41.2%
INTC vs VRT
+1,919.9%
-1,878.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +9.6% | -4.1% | +2.8% |
| 7D | -1.0% | -10.6% | +9.6% | +2.0% |
| 30D | -43.3% | -17.4% | -25.9% | -40.1% |
| 3M | -41.6% | -26.4% | -15.2% | -36.5% |
| 6M | -52.5% | -41.0% | -11.5% | -45.4% |
| YTD | +60.9% | +23.8% | +37.1% | +55.5% |
| 1Y | +55.7% | +11.6% | +44.1% | +53.8% |
| 3Y | +59.2% | +403.5% | -344.3% | +6.5% |
| 5Y | +25.0% | +647.0% | -622.0% | -28.0% |
| All | +41.2% | +1,919.9% | -1,878.7% | -25.5% |
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