+127.8%
INTC vs VRT
+2,725.9%
-2,598.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.4% | +0.2% | +3.4% |
| 7D | +7.1% | +9.1% | -2.0% | +4.6% |
| 30D | -5.2% | +0.9% | -6.1% | -5.4% |
| 3M | -14.3% | -13.4% | -0.9% | -10.8% |
| 6M | +110.2% | +11.7% | +98.5% | +105.5% |
| YTD | +159.6% | +73.2% | +86.4% | +129.1% |
| 1Y | +289.3% | +123.4% | +165.9% | +224.8% |
| 3Y | +166.1% | +606.2% | -440.1% | +62.0% |
| 5Y | +94.4% | +899.9% | -805.5% | +3.1% |
| All | +127.8% | +2,725.9% | -2,598.1% | +9.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling