+148.4%
INTC vs VRT
+2,829.6%
-2,681.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +3.7% | +5.4% | +8.1% |
| 7D | +17.4% | +13.6% | +3.8% | +13.6% |
| 30D | +2.8% | +6.8% | -4.0% | +1.1% |
| 3M | -5.3% | -3.2% | -2.0% | -4.1% |
| 6M | +140.6% | +20.3% | +120.3% | +131.1% |
| YTD | +183.1% | +79.6% | +103.5% | +147.6% |
| 1Y | +326.8% | +139.0% | +187.8% | +250.6% |
| 3Y | +179.4% | +644.6% | -465.2% | +68.0% |
| 5Y | +111.7% | +1,024.4% | -912.6% | +9.0% |
| All | +148.4% | +2,829.6% | -2,681.3% | +18.7% |
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