+33.8%
INTC vs VRT
+1,742.5%
-1,708.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +3.5% | +4.2% | +6.7% |
| 7D | -14.4% | -21.4% | +6.9% | -8.6% |
| 30D | -50.2% | -25.8% | -24.4% | -45.8% |
| 3M | -43.6% | -33.5% | -10.1% | -36.9% |
| 6M | -50.2% | -49.0% | -1.2% | -40.5% |
| YTD | +52.5% | +12.9% | +39.6% | +51.3% |
| 1Y | +51.1% | 0.0% | +51.1% | +53.7% |
| 3Y | +50.3% | +361.8% | -311.5% | +3.0% |
| 5Y | +19.2% | +565.1% | -546.0% | -29.1% |
| All | +33.8% | +1,742.5% | -1,708.7% | -27.5% |
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 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