+243.2%
INTC vs VSH
+179.3%
+63.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.6% | -5.1% |
| 7D | +9.4% | +3.1% | +6.4% | +7.7% |
| 30D | +2.7% | -5.7% | +8.4% | +5.8% |
| 3M | -6.3% | -42.5% | +36.2% | +23.6% |
| 6M | +114.5% | +82.7% | +31.8% | +51.1% |
| YTD | +171.9% | +118.2% | +53.6% | +75.2% |
| 1Y | +305.0% | +109.7% | +195.3% | +164.8% |
| 3Y | +168.3% | +35.3% | +133.1% | +106.9% |
| 5Y | +102.3% | +65.6% | +36.7% | +37.4% |
| All | +243.2% | +179.3% | +63.9% | +72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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