+111.9%
INTC vs VSH
+115.4%
-3.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.2% | +1.7% | -0.2% |
| 7D | +6.0% | +14.3% | -8.3% | -1.8% |
| 30D | -39.2% | -7.9% | -31.3% | -35.8% |
| 3M | -42.9% | -19.9% | -23.1% | -36.0% |
| 6M | -50.4% | -30.5% | -19.9% | -41.8% |
| YTD | +61.7% | +85.7% | -24.0% | +13.3% |
| 1Y | +66.1% | +98.9% | -32.8% | +12.2% |
| 3Y | +58.1% | +32.1% | +26.1% | +23.6% |
| 5Y | +27.9% | +39.7% | -11.8% | -5.1% |
| All | +111.9% | +115.4% | -3.4% | +22.3% |
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